[Coin-ipopt] Need Help with an NLP
Damien Hocking
damien at khubla.com
Mon Aug 13 11:24:22 EDT 2007
Roy,
what's the bit right at the top?
Error in an AMPL evaluation. Run with "halt_on_ampl_error yes" to see details.
Error evaluating objective gradient at user provided starting point.
If your objective evaluation is wrong or broken, you won't get anywhere.
Damien
_____
From: Roy Chen [mailto:ytboy0208 at gmail.com]
To: coin-ipopt at list.coin-or.org
Sent: Mon, 13 Aug 2007 08:02:03 -0600
Subject: [Coin-ipopt] Need Help with an NLP
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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