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

[Denis Davydov]

Dear Sebastian,

Yes, I provide exact Hessian.

Thanks for the idea of checking just few dimensions at random, i was
thinking to check Hessian with build-in capabilities of Ipopt but it just
takes too much time.

Best regards,
Denis.

<quote who="Sebastian Nowozin">
> Dear Denis Davydov,
>
> just from my experience with Ipopt: seeing 500 iterations is unusual.
> I have only seen such behaviour when the limited-memory quasi-Newton
> approximation to the Hessian matrix is used, but not with the exact
> Hessian.  Do you provide the exact Hessian?
>
> Also, this might be obvious, but did you ensure your gradient and
> Hessian computations are correct by checking them against
> finite-differences?  (When computing the objective takes too long for
> this to be feasible you can just test a few dimensions sampled at
> random.)
>
> Regards,
> Sebastian
>


-- 
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