[Coin-ipopt] "strange" behavior with Ipopt
Edson Cordeiro do Valle
edsoncv at enq.ufrgs.br
Thu Jan 17 13:42:45 EST 2008
Hello
I have been with a "strange" behavior with Ipopt. I have 3 groups of
inequality constraints, they are grouped because they have similar
equations. When I change the order which they are added to the
optimization problem, the solver converges to different optima (I have
found 2 of them). In one of the permutations, the problem reaches the
maximum number of iterations and does not converge.
My question is: Is this behavior normal or, based on the algorithm, it
is possible to happen?
Below are some information of my problem:
List of user-set options:
Name Value used
acceptable_compl_inf_tol = 0.01 yes
acceptable_constr_viol_tol = 0.01 yes
acceptable_dual_inf_tol = 1e+10 yes
acceptable_tol = 1e-06 yes
barrier_tol_factor = 10 yes
bound_relax_factor = 1e-08 yes
compl_inf_tol = 0.0001 yes
constr_viol_tol = 0.0001 yes
derivative_test = first-order yes
derivative_test_print_all = no yes
derivative_test_tol = 0.0001 yes
dual_inf_tol = 0.0001 yes
file_print_level = 5 yes
hessian_approximation = limited-memory yes
limited_memory_max_history = 6 yes
linear_solver = mumps yes
max_iter = 10000 yes
mu_strategy = monotone yes
obj_scaling_factor = 1 yes
output_file =
recovropt2_test4_default_options_extra_constr yes
print_level = 5 yes
print_user_options = yes yes
tol = 0.0001 yes
******************************************************************************
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
******************************************************************************
Starting derivative checker.
* jac_g [ 161, 7] = -1.0000000000000000e+00 v ~
-9.9971657618880272e-01 [ 2.834e-04]
* jac_g [ 167, 17] = -1.0000000000000000e+00 v ~
-9.9971657618880272e-01 [ 2.834e-04]
* jac_g [ 173, 27] = -1.0000000000000000e+00 v ~
-9.9971657618880272e-01 [ 2.834e-04]
* jac_g [ 179, 37] = -1.0000000000000000e+00 v ~
-9.9971657618880272e-01 [ 2.834e-04]
* jac_g [ 185, 47] = -1.0000000000000000e+00 v ~
-9.9971657618880272e-01 [ 2.834e-04]
* jac_g [ 187, 48] = -1.0000000000000000e+00 v ~
-9.9971657618880272e-01 [ 2.834e-04]
* jac_g [ 189, 49] = -1.0000000000000000e+00 v ~
-9.9971657618880272e-01 [ 2.834e-04]
* jac_g [ 191, 61] = -1.0000000000000000e+00 v ~
-9.9971657618880272e-01 [ 2.834e-04]
* jac_g [ 193, 62] = -1.0000000000000000e+00 v ~
-9.9971657618880272e-01 [ 2.834e-04]
* jac_g [ 195, 63] = -1.0000000000000000e+00 v ~
-9.9971657618880272e-01 [ 2.834e-04]
* jac_g [ 197, 75] = -1.0000000000000000e+00 v ~
-9.9971657618880272e-01 [ 2.834e-04]
* jac_g [ 199, 76] = -1.0000000000000000e+00 v ~
-9.9971657618880272e-01 [ 2.834e-04]
* jac_g [ 201, 77] = -1.0000000000000000e+00 v ~
-9.9971657618880272e-01 [ 2.834e-04]
* jac_g [ 205, 82] = -1.0000000000000000e+00 v ~
-9.9971657618880272e-01 [ 2.834e-04]
* jac_g [ 207, 83] = -1.0000000000000000e+00 v ~
-9.9971657618880272e-01 [ 2.834e-04]
Derivative checker detected 15 error(s).
Number of nonzeros in equality constraint Jacobian...: 846
Number of nonzeros in inequality constraint Jacobian.: 209
Number of nonzeros in Lagrangian Hessian.............: 0
Total number of variables............................: 168
variables with only lower bounds: 0
variables with lower and upper bounds: 168
variables with only upper bounds: 0
Total number of equality constraints.................: 96
Total number of inequality constraints...............: 209
inequality constraints with only lower bounds: 209
inequality constraints with lower and upper bounds: 0
inequality constraints with only upper bounds: 0
Regards
--
Edson C. do Valle
edsoncv at enq.ufrgs.br
Skype: edson.cv
More information about the Coin-ipopt
mailing list