[Coin-ipopt] problems to solve optimal control problems
Ricki Rosendahl
fmev002 at math.uni-hamburg.de
Tue Sep 6 08:50:45 EDT 2005
Dear IPOPT-Team,
I am new in using AMPL. I would like to calculate optimal control
problems (OCP) with a direct method and I have heard, that IPOPT is very
fast. Unfortunately, I have not been able to get a problem running.
First of all, I have looked at the page: http://projects.coin-or.org/Ipopt
At the bottom of this page, the version ipopt-3.0.0.tar.gz is available
for downloading. But when I tried to open this file, there was an error.
The linked file has only 3.8 KB (not 453 KB, as mentioned in the internet).
Then I changed to the Tarballs: www.coin-or.org/Tarballs
There were two Files: Ipopt_2005Sep05.tgz and Ipopt_2005Sep06.tgz
These I was able to unzip and untar. When starting to install this
version of IPOPT, the documentation referred to different folders (for
example to EXTER in stead of OTHERS). This is not a big problem, but in
the future time it would be nice to have this beeing consistent.
Then I started AMPL again and used the solver IPOPT. As an output, it
first says: ipopt 2.2.1e.
Is this right? Should it not say 3.0.0? This is also something, one can
change easily.
The main problem was, that I could not run an OCP. I attatched an
example from Zermelo, which is written in the book from Bryson and Ho
("Applied Optimal Control", pp. 77). The output in my version is:
ipopt 2.2.1e:
******************************************************************************
This program contains IPOPT, a program for large-scale nonlinear
optimization.
IPOPT is released as open source under the Common Public License (CPL).
For more information visit www.coin-or.org/Ipopt
******************************************************************************
Number of variables : 403
of which are fixed : 0
Number of constraints : 303
Number of lower bounds : 0
Number of upper bounds : 0
Number of nonzeros in Jacobian: 1106
Number of nonzeros in Hessian : 603
ITER ERR MU ||C|| ||D|| ALFA(X) #LS F
Regu
0 .100D+01d .100D+00 .141D+01 .000D+00 .000D+00 0 0.00000000D+00
.000D+00
ma27_call: LIWMA increased from 12075 to 79220
ma27_call: LA increased from 15605 to 79220
ma27_call: LIWMA increased from 79220 to 397070
ma27_call: LA increased from 79220 to 397070
Least square system singular while initializing equality multipliers.
Setting multipliers to zero.
Regularization parameter getting too large (a): 1.0000000000000D+42
1 .100D+01d .100D+01 .141D+01 .000D+00 .000D+00- 0 0.00000000D+00
.000D+00
Regularization parameter getting too large (a): 1.0000000000000D+42
solve_barrier: get_step_full returns IERR = 10
mainloop: Error: solve_barrier ends with IERR = 10
Number of iterations taken ............. 1
Final value of objective function is.... 0.0000000000000000D+00
Errors at final point (scaled) (unscaled)
Final maximal constraint violation is... 0.100000D+01 0.100000D+01
Final value for dual infeasibility is... 0.100000D+01 0.100000D+01
Final value of complementarity error is. 0.000000D+00 0.000000D+00
The objective function was evaluated 1 times.
The constraints were evaluated 1 times.
EXIT: Linear system becomes too ill-conditioned
CPU seconds spent in IPOPT and function evaluations = 11.4400
ipopt 2.2.1e: Exit code 10. Check IPOPT output for details.
Looking for help in the internet, I found the page:
http://list.coin-or.org/pipermail/coin-ipopt/2004-April/000081.html
(and the following 82,83,86)
So I tried an optimization problem from Hock and Schittkowski
(hs001.mod). It worked.
Then I tried the OCP from Juan Arrieta. It did not work. (Although I
changed the solver-command to the right command: option solver ipopt;)
The output for this problem is:
ipopt 2.2.1e: dtol=1E-6
imaxiter=500
******************************************************************************
This program contains IPOPT, a program for large-scale nonlinear
optimization.
IPOPT is released as open source under the Common Public License (CPL).
For more information visit www.coin-or.org/Ipopt
******************************************************************************
Number of variables : 747
of which are fixed : 0
Number of constraints : 697
Number of lower bounds : 450
Number of upper bounds : 300
Number of nonzeros in Jacobian: 5858
Number of nonzeros in Hessian : 750
ITER ERR MU ||C|| ||D|| ALFA(X) #LS F
Regu
0 .200D+04c .100D+00 .730D+02 .000D+00 .000D+00 0 0.79409339D-22
.000D+00
Least square system singular while initializing equality multipliers.
Setting multipliers to zero.
Regularization parameter getting too large (a): 1.0000000000000D+42
1 .199D+04c .661D+01 .730D+02 .000D+00 .000D+00- 0 0.79409339D-22
.000D+00
Regularization parameter getting too large (a): 1.0000000000000D+42
solve_barrier: get_step_full returns IERR = 10
mainloop: Error: solve_barrier ends with IERR = 10
Number of iterations taken ............. 1
Final value of objective function is.... 0.7940933880509066D-22
Errors at final point (scaled) (unscaled)
Final maximal constraint violation is... 0.660720D+01 0.660720D+01
Final value for dual infeasibility is... 0.100000D+01 0.100000D+01
Final value of complementarity error is. 0.199999D+04 0.199999D+04
The objective function was evaluated 1 times.
The constraints were evaluated 1 times.
EXIT: Linear system becomes too ill-conditioned
CPU seconds spent in IPOPT and function evaluations = 6.1200
ipopt 2.2.1e: Exit code 10. Check IPOPT output for details.
As I do not know, what I did wrong or where to find the right answer, I
hope, you can give me a hint.
Please contact me also, if there is still something unclear in my
explanation (my native language is german).
Thank you very much for answering.
Best regards,
Ricki Rosendahl
--
************************************
Ricki Rosendahl
Uni Hamburg, FB Mathematik, SPOA
Bundesstraße 55 (Geomatikum), RM 103
20146 Hamburg
Tel.: 040 / 428 38-6291
Fax: 040 / 428 38-5117
rosendahl at math.uni-hamburg.de
************************************
-------------- next part --------------
An embedded and charset-unspecified text was scrubbed...
Name: zermelo.dat
Url: http://list.coin-or.org/pipermail/ipopt/attachments/20050906/42dea50d/attachment.pl
-------------- next part --------------
An embedded and charset-unspecified text was scrubbed...
Name: zermelo.mod
Url: http://list.coin-or.org/pipermail/ipopt/attachments/20050906/42dea50d/attachment-0001.pl
-------------- next part --------------
An embedded and charset-unspecified text was scrubbed...
Name: zermelo.run
Url: http://list.coin-or.org/pipermail/ipopt/attachments/20050906/42dea50d/attachment-0002.pl
More information about the Coin-ipopt
mailing list