[Ipopt] Error in eq_mult_calculator

[Johan Akesson]

Hello,

I'm trying to solve a dynamic optimization problem discretized using 
collocation with Ipopt. In some configurations (like the one below, 
where I'm solving a square problem) I get the error

"Cannot recompute multipliers for feasibility problem.  Error in 
eq_mult_calculator"

The problem may be badly scaled (optimization variables in the range 0.5 
to 8e6). Before I start working rescaling the model, can anyone confirm 
that poorly scaled systems can give this error?

Best
/Johan




This is Ipopt version 3.5.4, running with linear solver ma27.

Number of nonzeros in equality constraint Jacobian...:    36365
Number of nonzeros in inequality constraint Jacobian.:        0
Number of nonzeros in Lagrangian Hessian.............:        0

Total number of variables............................:    13666
                      variables with only lower bounds:     2914
                 variables with lower and upper bounds:        0
                      variables with only upper bounds:        0
Total number of equality constraints.................:    13666
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  1.0000000e+00 1.30e+01 1.00e+00   0.0 0.00e+00    -  0.00e+00 
0.00e+00   0
    1  1.0000000e+00 1.78e-05 1.14e+01  -2.6 4.21e+04    -  9.90e-01 
1.00e+00h  1
    2  1.0000000e+00 1.18e-05 6.11e+01  -4.6 1.46e+04    -  1.00e+00 
1.00e+00h  1
    3  1.0000000e+00 7.59e-06 1.74e+02  -5.2 9.91e+03    -  1.00e+00 
1.00e+00h  1
    4  1.0000000e+00 4.26e-06 2.06e+02  -7.2 6.48e+03    -  1.00e+00 
1.00e+00h  1
    5  1.0000000e+00 2.23e-06 1.94e+02 -11.0 6.95e+03    -  1.00e+00 
1.00e+00h  1
    6  1.0000000e+00 7.14e-07 6.74e+02 -11.0 3.87e+04    -  1.00e+00 
1.00e+00h  1
    7  1.0000000e+00 1.31e-07 3.96e-01 -11.0 2.38e+03    -  1.00e+00 
1.00e+00h  1
    8  1.0000000e+00 1.61e-07 2.61e-02 -11.0 3.08e+03    -  1.00e+00 
1.00e+00h  1
    9  1.0000000e+00 1.56e-07 6.28e-05 -11.0 2.90e-01    -  1.00e+00 
1.00e+00H  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du 
alpha_pr  ls
   10  1.0000000e+00 1.58e-07 4.71e-05 -11.0 2.93e-03    -  1.00e+00 
2.50e-01h  3
   11  1.0000000e+00 1.19e-07 2.66e-09 -11.0 8.34e-04    -  1.00e+00 
1.00e+00h  1
   12  1.0000000e+00 1.19e-07 1.75e-08 -11.0 1.09e-03    -  1.00e+00 
1.00e+00H  1
   13  1.0000000e+00 1.19e-07 2.02e-08 -11.0 2.78e-03    -  1.00e+00 
1.25e-01h  4
   14  1.0000000e+00 1.19e-07 4.89e-08 -11.0 3.02e-03    -  1.00e+00 
2.50e-01h  3
   15  1.0000000e+00 1.19e-07 5.53e-08 -11.0 2.02e-03    -  1.00e+00 
1.25e-01h  4
   16  1.0000000e+00 1.19e-07 5.54e-08 -11.0 3.48e-03    -  1.00e+00 
1.95e-03h 10
Cannot recompute multipliers for feasibility problem.  Error in 
eq_mult_calculator

Number of Iterations....: 16

                                    (scaled)                 (unscaled)
Objective...............:   1.0000000000000000e+00    1.0000000000000000e+00
Dual infeasibility......:   5.5443463001490997e-08    5.5443463001490997e-08
Constraint violation....:   1.1920928955078125e-07    4.4305623703166930e-06
Complementarity.........:   0.0000000000000000e+00    0.0000000000000000e+00
Overall NLP error.......:   1.1920928955078125e-07    4.4305623703166930e-06


Number of objective function evaluations             = 71
Number of objective gradient evaluations             = 18
Number of equality constraint evaluations            = 71
Number of inequality constraint evaluations          = 0
Number of equality constraint Jacobian evaluations   = 18
Number of inequality constraint Jacobian evaluations = 0
Number of Lagrangian Hessian evaluations             = 0
Total CPU secs in IPOPT (w/o function evaluations)   =      1.515
Total CPU secs in NLP function evaluations           =      3.439

EXIT: Solved To Acceptable Level.









-- 
Johan Åkesson, PhD
Deptm. of Automatic Control    E-mail: johan.akesson at control.lth.se
Faculty of Engineering         WWW:    www.control.lth.se/user/jakesson
Lund University                Phone:  +46 46 2228797
Box 118                        Fax:    +46 46 138118
221 00  LUND