[Coin-ipopt] Re: Bug report

Andreas Waechter andreasw at watson.ibm.com
Fri Apr 14 12:45:48 EDT 2006


Hi Zhiwen,

Thanks for letting me know that it works now...  It is nice to get good 
news from time to time :)

The options are not printed by the AMPL solver executable, if you specify 
them in the ipopt.opt file (only those specified in AMPL).

Best,

Andreas

On Sun, 9 Apr 2006, Zhiwen Chong wrote:

> On 5-Apr-06, at 10:23 AM, Andreas Waechter wrote:
>> Setting a slightly positive bound on that variable might help.  Note, by 
>> default Ipopt relaxes the user-given bounds slightly (by about 1e-8) before 
>> it solves the problem, so that if you put 0 as bound, it is actually 
>> slightly negative.  Setting the option bound_relax_factor to 0 makes Ipopt 
>> not change the original bounds.
>
> That's useful to know.
>
>> That is strange.  Did you download the MC19 code from Harwell and put it 
>> into Extern/HSL/mc19ad.f ?  If you didn't, the option is ignored, otherwise 
>> it's strange that it is ignored (well, it is currently not an option one 
>> can set through AMPL, but that will change in the new release. However, 
>> providing the option in PARAMS.DAT should have worked).  If you download it 
>> now, you need to run configure again and recompile for Ipopt to include 
>> this scaling method.
>
> Yes, I had mc19ad.f compiled into my Ipopt 3.0.1.
>
> Well, I just downloaded and compiled the latest Ipopt (3.10) and put all my 
> solver parameters in ipopt.opt, including the linear_system_scaling option. 
> Now, it seems that this version of Ipopt doesn't print out a list of the 
> currently active options when it runs, but I believe it *is* reading the 
> ipopt.opt file because when when I change the print_level, the effect is 
> immediately visible.
>
> So I think the linear_system_scaling option is *probably* active.
>
>>>> I hope this helps,
>>> Yup it does, thanks!
>> ...?  So, you were able to solve the problem?
>
> Yup, based on your advice, I reformulated the problem with slightly positive 
> bounds (plus some other relaxations + scaling) and it solves correctly now. 
> It was a bad formulation to start with.
>
> Thanks!
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