[Coin-ipopt] Need Help with an NLP

Mon Aug 13 10:02:03 EDT 2007

Dear all:

 I am trying to solve an MINLP using Bonmin which uses IPOPT to solve the
Nonlinear problem. But I am having trouble to solve the relaxed version of
my MINLP using IPOPT solver. I interacted with IPOPT through AMPL and used
AMPL external function to define the integration in my objective. The first
order and second order derivative information was provided along with the
function. The following is the error information:

******************************************************************************
This program contains Ipopt, a library for large-scale nonlinear
optimization.
 Ipopt is released as open source code under the Common Public License
(CPL).
         For more information visit http://projects.coin-or.org/Ipopt
******************************************************************************

Number of nonzeros in equality constraint Jacobian...:      125
Number of nonzeros in inequality constraint Jacobian.:      335
Number of nonzeros in Lagrangian Hessian.............:      265

Error in an AMPL evaluation. Run with "halt_on_ampl_error yes" to see
details.
Error evaluating objective gradient at user provided starting point.
  No scaling factor for objective function computed!
Total number of variables............................:      135
                     variables with only lower bounds:       55
                variables with lower and upper bounds:       80
                     variables with only upper bounds:        0
Total number of equality constraints.................:       50
Total number of inequality constraints...............:      111
        inequality constraints with only lower bounds:       50
   inequality constraints with lower and upper bounds:        0
        inequality constraints with only upper bounds:       61

iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du
alpha_pr  ls
   0  8.7905295e+04 1.00e+01 8.35e+02  -1.0 0.00e+00    -  0.00e+00 0.00e+00
0
   1  8.7910568e+04 9.98e+00 8.26e+02  -1.0 1.36e+01   4.0 1.27e-03
1.55e-03h  1
   2  8.7910720e+04 9.98e+00 8.26e+02  -1.0 1.59e+01   3.5 1.91e-03
4.57e-05h  1
   3  8.7914175e+04 9.98e+00 8.27e+02  -1.0 2.69e+01   3.0 1.54e-03
6.53e-04h  1
   4  8.7951723e+04 9.89e+00 9.63e+02  -1.0 4.51e+01   2.6 1.09e-03
8.94e-03h  1
   5  8.7953001e+04 9.84e+00 9.62e+02  -1.0 2.65e+01   2.1 1.49e-02
4.97e-03h  1
   6  8.7951330e+04 9.59e+00 9.82e+02  -1.0 3.18e+01   1.6 3.12e-02
2.54e-02h  1
   7  8.7826040e+04 8.73e+00 9.73e+02  -1.0 3.09e+01   1.1 8.71e-02
8.99e-02f  1
   8  8.7415118e+04 7.33e+00 8.53e+02  -1.0 3.15e+01   0.7 7.17e-02
1.60e-01f  1
   9  8.7196048e+04 6.93e+00 8.09e+02  -1.0 3.61e+01   0.2 7.30e-02
5.49e-02f  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du
alpha_pr  ls
  10  8.6753427e+04 6.43e+00 7.55e+02  -1.0 5.05e+01  -0.3 2.45e-02
7.21e-02f  1
  11  8.6708455e+04 6.40e+00 7.52e+02  -1.0 8.43e+01  -0.8 2.93e-02
4.11e-03f  1
  12  8.6223377e+04 6.25e+00 7.36e+02  -1.0 1.88e+02  -1.2 2.52e-03
2.36e-02f  1
  13  8.6188855e+04 6.24e+00 7.35e+02  -1.0 6.50e+02  - 1.7 3.82e-03
9.22e-04f  1
  14  8.6076313e+04 6.20e+00 7.30e+02  -1.0 1.40e+02  -1.3 3.01e-03
6.82e-03f  1
  15  8.5958852e+04 6.13e+00 7.21e+02  -1.0 7.48e+01  -0.9 1.17e-02
1.18e-02f  1
  16  8.5807339e+04 6.10e+00 7.18e+02  -1.0 2.81e+02  -1.4 1.13e-03
5.10e-03f  1
  17  8.5740763e+04 6.10e+00 7.18e+02  -1.0 7.78e+03  -1.8 1.23e-04
1.53e-04f  1
  18  8.5098085e+04 5.94e+00 7.00e+02  -1.0 2.57e+02  -1.4 1.42e-02
2.61e-02f  1
  19  8.4984456e+04 5.93e+00 6.99e+02  -1.0 7.07e+02  -1.9 2.54e-03
1.98e-03f  1
......

 150 -6.3420338e+04 9.40e-13 6.43e-04  -5.7 3.72e-02    -  1.00e+00
1.00e+00h  1
 151 -6.3420338e+04 9.23e-13 7.89e-04  -5.7 1.49e-03    -  1.00e+00
1.00e+00h  1
 152 -6.3420338e+04 1.06e-12 3.50e-04  -5.7 1.81e-03    -  1.00e+00
2.50e-01h  3
 153 -6.3420338e+04 7.96e-13 4.29e-04  -5.7 8.02e-04    -  1.00e+00
1.00e+00h  1
 154 -6.3420338e+04 9.40e-13 5.26e-04  -5.7 9.84e-04    -  1.00e+00
1.00e+00h  1
 155 -6.3420338e+04 9.09e-13 8.17e-05  -5.7 1.21e-03    -  1.00e+00
5.00e-01h  2
 156 -6.3420338e+04 9.40e-13 2.64e-05  -5.7 1.37e-04    -  1.00e+00
2.50e-01h  3
 157 -6.3420338e+04 4.55e-13 3.24e-05  -5.7 6.06e-05    -  1.00e+00
1.00e+00H  1
 158 -6.3420338e+04 9.09e-13 3.21e-05  -5.7 7.43e-05    -  1.00e+00
3.91e-03h  9
Restoration phase is called at point that is almost feasible,
  with constraint violation 5.442878e-12. Abort.

Number of Iterations....: 158

                                   (scaled)                 (unscaled)
Objective...............:  -6.3420337528224874e+04   -6.3420337528224874e+04
Dual infeasibility......:   3.2092465486712886e-05
3.2092465486712886e-05
Constraint violation....:   1.1102230246251565e-16    1.1102230246251565e-16
Complementarity.........:   1.8449147213693174e-06    1.8449147213693174e-06
Overall NLP error.......:   3.2092465486712886e-05
3.2092465486712886e-05

Number of objective function evaluations             = 230
Number of objective gradient evaluations             = 160
Number of equality constraint evaluations            = 230
Number of inequality constraint evaluations          = 230
Number of equality constraint Jacobian evaluations   = 160
Number of inequality constraint Jacobian evaluations = 160
Number of Lagrangian Hessian evaluations             = 159
Total CPU secs in IPOPT (w/o function evaluations)   =      0.156
Total CPU secs in NLP function evaluations           =      1.309

EXIT: Restoration Failed!
y [*] :=
prod1  216.768
prod2  177.989
prod3  201.233
prod4  189.046
prod5  215.566
;
As you can see, it still gives me one solution, but it also says restoration
failed. I am just wondering is it because that the IPOPT solver is not
specifically good for my problem or something else.

Best
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