[Ipopt] Ipopt Digest, Vol 38, Issue 17
ZhangWeizhong
greatzwz at hotmail.com
Thu Feb 28 16:56:32 EST 2008
Hi, Carl and stefan:
Thank you so much, you gave a lot of help to me to make it work.
I have used AMPL to model my problem, now it generally works even the optimal solution is not what I am expecting.
It make the problem easy to solve using AMPL, that is so good.
Weizhong Zhang
weizhong at RobotLab:~/Desktop/Ipopt/examples/AmplEx$ ./ampl
ampl: model test.mod
Ipopt 3.3.3:
******************************************************************************
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...: 864
Number of nonzeros in inequality constraint Jacobian.: 0
Number of nonzeros in Lagrangian Hessian.............: 577
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............................: 146
variables with only lower bounds: 0
variables with lower and upper bounds: 0
variables with only upper bounds: 0
Total number of equality constraints.................: 98
Total number of inequality constraints...............: 0
inequality constraints with only lower bounds: 0
inequality constraints with lower and upper bounds: 0
inequality constraints with only upper bounds: 0
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
0 0.0000000e+00 1.00e+01 5.00e-01 -1.0 0.00e+00 - 0.00e+00 0.00e+00 0
1 -1.4259630e+01 1.14e+01 7.48e+07 -1.0 5.00e+01 -2.0 1.00e+00 1.00e+00f 1
2 -1.1544622e+01 1.14e+01 7.47e+07 -1.0 6.73e+02 2.9 1.00e+00 9.77e-04h 11
3 -9.5314542e+00 1.13e+01 7.41e+07 -1.0 2.20e+02 3.4 1.00e+00 7.81e-03h 8
4 4.9440460e+00 1.12e+01 7.35e+07 -1.0 6.60e+02 2.9 1.00e+00 7.81e-03h 8
5 3.9359504e+01 1.11e+01 7.29e+07 -1.0 1.21e+02 3.3 1.00e+00 7.81e-03h 8
6 1.1870520e+02 1.09e+01 7.17e+07 -1.0 4.52e+01 3.7 1.00e+00 1.56e-02h 7
7 2.8740051e+02 1.03e+01 6.71e+07 -1.0 2.98e+01 4.2 1.00e+00 6.25e-02h 5
8 8.2591571e+02 7.90e+00 4.14e+07 -1.0 2.24e+01 4.6 1.00e+00 2.50e-01h 3
9 1.0549532e+03 5.95e+00 6.58e+07 -1.0 1.03e+01 5.9 1.00e+00 2.50e-01h 3
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
10 1.2906943e+03 4.43e+00 1.68e+08 -1.0 1.62e+01 6.3 1.00e+00 2.50e-01h 3
11 1.7110881e+03 2.20e+00 8.31e+07 -1.0 6.09e+00 6.8 1.00e+00 5.00e-01h 2
12 3.3218166e+03 8.01e-01 3.85e+08 -1.0 1.80e+00 7.2 1.00e+00 1.00e+00h 1
13 3.1381269e+03 2.16e+00 3.38e+09 -1.0 4.21e+00 7.6 1.00e+00 1.00e+00f 1
MA27BD returned iflag=-4 and requires more memory.
Increase liw from 8425 to 84250 and la from 9645 to 97430 and factorize again.
14 3.1188944e+03 4.49e-01 3.09e+08 -1.0 1.19e+00 8.1 1.00e+00 1.00e+00f 1
15 3.1286269e+03 3.11e-01 2.87e+08 -1.0 2.65e+00 7.6 1.00e+00 1.00e+00H 1
16 3.1340981e+03 1.66e-03 1.61e+08 -1.0 1.28e-01 8.0 1.00e+00 1.00e+00h 1
17 3.1337535e+03 1.14e-05 5.13e+05 -1.0 1.15e-02 7.5 1.00e+00 1.00e+00f 1
18 3.1337522e+03 5.23e-12 8.55e+01 -1.0 7.63e-06 7.0 1.00e+00 1.00e+00h 1
19 3.1337474e+03 4.67e-12 2.59e+01 -1.0 6.96e-06 6.6 1.00e+00 1.00e+00f 1
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
20 3.1337330e+03 4.21e-11 2.59e+01 -1.0 2.09e-05 6.1 1.00e+00 1.00e+00f 1
21 3.1336897e+03 3.79e-10 2.59e+01 -1.0 6.27e-05 5.6 1.00e+00 1.00e+00f 1
22 3.1335601e+03 3.41e-09 2.59e+01 -1.0 1.88e-04 5.1 1.00e+00 1.00e+00f 1
23 3.1331712e+03 3.07e-08 2.59e+01 -1.0 5.64e-04 4.7 1.00e+00 1.00e+00f 1
24 3.1320046e+03 2.76e-07 2.59e+01 -1.0 1.69e-03 4.2 1.00e+00 1.00e+00f 1
25 3.1285044e+03 2.48e-06 2.59e+01 -1.0 5.08e-03 3.7 1.00e+00 1.00e+00f 1
26 3.1180006e+03 2.24e-05 2.59e+01 -1.0 1.52e-02 3.2 1.00e+00 1.00e+00f 1
27 3.0864451e+03 2.02e-04 2.60e+01 -1.0 4.59e-02 2.8 1.00e+00 1.00e+00f 1
28 2.9911373e+03 1.83e-03 2.63e+01 -1.0 1.39e-01 2.3 1.00e+00 1.00e+00f 1
29 2.6980968e+03 1.66e-02 2.73e+01 -1.0 4.25e-01 1.8 1.00e+00 1.00e+00f 1
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
30 1.7868742e+03 1.53e-01 3.82e+01 -1.0 1.35e+00 1.3 1.00e+00 1.00e+00f 1
31 8.0952074e+02 4.76e-01 1.61e+02 -1.0 4.94e+00 0.8 1.00e+00 5.00e-01f 2
32 8.3820010e+02 4.49e-01 1.05e+03 -1.0 1.94e+00 1.3 1.00e+00 1.00e+00h 1
33 6.4776819e+02 2.11e-01 5.44e+02 -1.0 6.07e-01 1.7 1.00e+00 1.00e+00f 1
34 5.4416425e+02 1.04e-01 6.85e+02 -1.0 1.09e+00 1.2 1.00e+00 1.00e+00f 1
35 3.5997165e+02 4.24e+00 7.80e+02 -1.0 7.77e+00 0.7 1.00e+00 1.00e+00f 1
36 3.2694945e+02 2.70e-01 1.23e+02 -1.0 2.09e+00 1.2 1.00e+00 1.00e+00f 1
37 1.8137500e+02 5.95e-01 9.72e+02 -1.0 3.06e+00 0.7 1.00e+00 1.00e+00f 1
38 1.5521936e+02 5.86e-02 3.92e+01 -1.0 8.99e-01 1.1 1.00e+00 1.00e+00f 1
39 2.3801164e+01 1.93e+00 1.71e+02 -1.0 1.53e+02 - 1.00e+00 5.00e-01f 2
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
40 3.2203514e+01 1.16e+00 1.81e+02 -1.0 1.67e+02 - 1.00e+00 5.00e-01h 2
41 1.9265072e+01 8.68e-01 1.30e+02 -1.0 1.87e+02 - 1.00e+00 5.00e-01f 2
42 1.5744144e+01 6.61e-02 8.85e+01 -1.0 2.50e+00 0.6 1.00e+00 1.00e+00f 1
43 1.2572652e+01 6.68e-02 2.08e+02 -1.0 1.60e+01 - 1.00e+00 1.00e+00f 1
44 1.2462870e+01 6.19e-02 1.98e+02 -1.0 5.48e+02 - 1.00e+00 6.25e-02f 5
45 1.2867779e+01 3.53e-02 9.87e+01 -1.0 2.21e+01 - 1.00e+00 5.00e-01h 2
46 1.3407317e+01 1.21e-02 2.11e+00 -1.0 2.90e+01 - 1.00e+00 1.00e+00h 1
47 1.3244935e+01 1.08e-03 3.03e-01 -1.0 7.81e+00 - 1.00e+00 1.00e+00h 1
48 1.3219181e+01 1.40e-06 6.76e-04 -1.7 2.20e-01 - 1.00e+00 1.00e+00h 1
49 1.3219224e+01 8.34e-12 7.01e-10 -5.7 5.93e-04 - 1.00e+00 1.00e+00h 1
Number of Iterations....: 49
(scaled) (unscaled)
Objective...............: 1.3219224004123053e+01 1.3219224004123053e+01
Dual infeasibility......: 7.0076211500236241e-10 7.0076211500236241e-10
Constraint violation....: 8.3439921638728265e-12 8.3439921638728265e-12
Complementarity.........: 0.0000000000000000e+00 0.0000000000000000e+00
Overall NLP error.......: 7.0076211500236241e-10 7.0076211500236241e-10
Number of objective function evaluations = 119
Number of objective gradient evaluations = 50
Number of equality constraint evaluations = 124
Number of inequality constraint evaluations = 0
Number of equality constraint Jacobian evaluations = 50
Number of inequality constraint Jacobian evaluations = 0
Number of Lagrangian Hessian evaluations = 49
Total CPU secs in IPOPT (w/o function evaluations) = 0.188
Total CPU secs in NLP function evaluations = 0.068
EXIT: Optimal Solution Found.
Ipopt 3.3.3: Optimal Solution Found
suffix ipopt_zU_out OUT;
suffix ipopt_zL_out OUT;
----------------------------------------
> From: ipopt-request at list.coin-or.org
> Subject: Ipopt Digest, Vol 38, Issue 17
> To: ipopt at list.coin-or.org
> Date: Thu, 28 Feb 2008 12:00:02 -0500
>
> Send Ipopt mailing list submissions to
> ipopt at list.coin-or.org
>
> To subscribe or unsubscribe via the World Wide Web, visit
> http://list.coin-or.org/mailman/listinfo/ipopt
> or, via email, send a message with subject or body 'help' to
> ipopt-request at list.coin-or.org
>
> You can reach the person managing the list at
> ipopt-owner at list.coin-or.org
>
> When replying, please edit your Subject line so it is more specific
> than "Re: Contents of Ipopt digest..."
>
>
> Today's Topics:
>
> 1. Re: Ipopt Digest, Vol 38, Issue 8 (Carl Laird)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Thu, 28 Feb 2008 07:49:39 -0600
> From: "Carl Laird"
> Subject: Re: [Ipopt] Ipopt Digest, Vol 38, Issue 8
> To: "Stefan Vigerske"
> Cc: ipopt at list.coin-or.org, ZhangWeizhong
> Message-ID:
>
> Content-Type: text/plain; charset=ISO-8859-1
>
> Hi,
>
> I encourage the use of a modeling language (like AMPL or GAMS),
> especially for initial prototyping of your formulation. You won't have
> to provide derivatives (the language libraries will do that for you).
> As well, there are extensive examples for both these languages to help
> in problem formulation.
>
> Cheers,
>
> Carl.
>
>
> On Thu, Feb 28, 2008 at 3:02 AM, Stefan Vigerske
> wrote:
>> Hi,
>>
>>
>> > Do we must supply "values" in eval_jac_g manually because IPOPT can not provide these automatically?
>> > It seems that we do not have to provide the values(just index of the jacobian matrix is fine) to NAG.
>> > The two differences between NAG and IPOPT now for me are
>> > 1. IPOPT needs to be provided with the derivative of the objective function, which is not required in NAG.
>> > 2. IPOPT needs to be provided with the jacobian of the constraints manually, in NAG, just the structure of the jacobian is needed.
>> > Am I right for these?
>>
>> Yes, you are.
>> Next to the extensive reply of Carl to your other mail, there is also an
>> example in the manual:
>> http://www.coin-or.org/Ipopt/documentation/node36.html
>>
>> If you do not want to write code for Jacobians, then you can either
>> think whether you can formulate your model in a modeling language like
>> AMPL or GAMS (Ipopt has interfaces to both), or you can think about
>> using some automatic differentiation package. You can have a look at the
>> CppAD project for this purpose. Also the OS project has an Ipopt
>> Interface that uses CppAD to compute first and second derivatives.
>>
>>
>> Best,
>> Stefan
>>
>> --
>> Stefan Vigerske
>> Humboldt University Berlin, Numerical Mathematics
>> http://www.math.hu-berlin.de/~stefan
>> _______________________________________________
>>
>>
>> Ipopt mailing list
>> Ipopt at list.coin-or.org
>> http://list.coin-or.org/mailman/listinfo/ipopt
>>
>
>
>
> --
>
> Carl D. Laird
> Assistant Professor,
> Artie McFerrin Department of Chemical Engineering,
> Texas A&M University
> Ph: (979) 458-4514
> Email: carl.laird at tamu.edu
>
>
> ------------------------------
>
> _______________________________________________
> Ipopt mailing list
> Ipopt at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/ipopt
>
>
> End of Ipopt Digest, Vol 38, Issue 17
> *************************************
_________________________________________________________________
MSN 中文网，最新时尚生活资讯，白领聚集门户。
http://cn.msn.com
More information about the Ipopt
mailing list