[Ipopt] contraint violation - e+14 !?!

Denis Davydov denis.davydov at fsv.cvut.cz
Wed Nov 11 03:03:04 EST 2009


Dear All,

I run Ipopt 3.7.0 and have problems with solution. I put 500 iteration as
a limit, but what I don't understand is how do I have at the end:
Constraint violation....: 8.3776857841428550e+14   ?!

The problem is quite big and takes couple of days to calculation.
Unfortunately it's not possible to run a small benchmark to be sure that
there's no bug. But still I think my bugs in code could not lead to such
results in terms of constraint violation, or maybe wrong Hessian?
Anybody had such problems?
I tried different starting points and have the same problem.

Thank you in advance.
Regards,
Denis.


******************************************************************************
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
******************************************************************************

This is Ipopt version 3.7.0, running with linear solver ma57.

Number of nonzeros in equality constraint Jacobian...:   577081
Number of nonzeros in inequality constraint Jacobian.:   144000
Number of nonzeros in Lagrangian Hessian.............:   504000

Total number of variables............................:   144001
                     variables with only lower bounds:        0
                variables with lower and upper bounds:        0
                     variables with only upper bounds:        0
Total number of equality constraints.................:   131286
Total number of inequality constraints...............:    24000
        inequality constraints with only lower bounds:        0
   inequality constraints with lower and upper bounds:        0
        inequality constraints with only upper bounds:    24000

iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du
alpha_pr  ls
   0  1.0000000e+00 5.00e-01 1.00e+00   0.0 0.00e+00    -  0.00e+00
0.00e+00   0

..
..
..

iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du
alpha_pr  ls
 500r-6.5145771e+00 8.38e+14 4.35e+09   5.2 1.64e+16    -  1.41e-01
9.17e-14f 40

Number of Iterations....: 500

                                   (scaled)                 (unscaled)
Objective...............:  -6.5145771263035614e+00   -6.5145771263035614e+00
Dual infeasibility......:   5.6567148388271313e+09    5.6567148388271313e+09
Constraint violation....:   8.3776857841428550e+14    8.3776857841428550e+14
Complementarity.........:   1.8267263051672587e+06    1.8267263051672587e+06
Overall NLP error.......:   8.3776857841428550e+14    8.3776857841428550e+14


Number of objective function evaluations             = 878
Number of objective gradient evaluations             = 24
Number of equality constraint evaluations            = 13534
Number of inequality constraint evaluations          = 13534
Number of equality constraint Jacobian evaluations   = 1
Number of inequality constraint Jacobian evaluations = 526
Number of Lagrangian Hessian evaluations             = 500
Total CPU secs in IPOPT (w/o function evaluations)   =  25094.988
Total CPU secs in NLP function evaluations           =    379.268


-- 
Denis Davydov
Department of Mechanics
Faculty of Civil Engineering
Czech Technical University
Thakurova 7, 166 29 Prague 6, Czech Republic
phone: +420-728478669
email: denis.davydov at fsv.cvut.cz




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