[Ipopt] why can iteration 1-2-3 get worsen?

Xiaoming Yu xiaoming.yu at mscsoftware.com
Mon Jun 2 02:12:15 EDT 2008

Hi Andreas :

I used IPOPT 3.3.4 and had results as below. My initial design (iter=0)
is a feasible design. However, iter 1, 2, and 3 get some worsen not
better (objective increases). Why that happens?

Is that my due to automatic scaling?

1) My design variables (all total =301501 in range 0.001, 1.0). Do you
think I need to scale the design variables to 1.0 for all variables?
SDi= 1.0/xi? Any comments? 

2) If small obj < 1.0-2  or very small gradients (like 1.-5 to 1.-10),
use your default parameter, the results are not quite good sometime. I
guess Sometimes, I set my own scaling factor :

SCFOBJ = 1.0D+5/abs(OBJ)

Optimization results are much better (may be due to increases gradients
in orders?). If I set 'obj_scaling_factor, SCFOBJ', Does the IPOPT
automatic scaling function still perform based on my already scaled

Why is best way to deal with very small gradients?



Number of nonzeros in equality constraint Jacobian...:        0
Number of nonzeros in inequality constraint Jacobian.:   301501
Number of nonzeros in Lagrangian Hessian.............:        0

Total number of variables............................:   301501
                     variables with only lower bounds:        0
                variables with lower and upper bounds:   301501
                     variables with only upper bounds:        0
Total number of equality constraints.................:        0
Total number of inequality constraints...............:        1
        inequality constraints with only lower bounds:        0
   inequality constraints with lower and upper bounds:        0
        inequality constraints with only upper bounds:        1

iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du
alpha_pr  ls
   0  8.6609746e+03 8.13e-03 3.92e+00   0.0 0.00e+00    -  0.00e+00
0.00e+00   0
   1  8.7928926e+03 6.71e-07 9.92e-02  -2.2 8.78e-03    -  9.74e-01
1.00e+00f  1
   2  8.7842295e+03 4.99e-07 6.57e-02  -2.8 6.36e-02    -  1.00e-00
1.00e+00f  1
   3  8.6665713e+03 5.90e-07 7.30e-02  -3.4 6.96e-02    -  9.91e-01
1.00e+00f  1
   4  8.6328262e+03 1.03e-06 5.93e-02  -4.0 5.79e-02    -  9.99e-01
4.58e-01f  1
   5  8.6325098e+03 2.42e-07 5.32e-02  -4.6 5.32e-02    -  1.00e+00
5.57e-03f  1

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