[Ipopt] Restoration Failed

[Bruno Guerreiro (ISR)]

Dear all,

I'm solving a dynamic programming problem, with a finite horizon, for a 
linear discrete time model (just as a benchmark for the work I plan to 
do with Ipopt).
I got it running but sometimes (appears to be randomly) I get the 
message "EXIT: Restoration Failed!".


I've checked the constraints and derivatives, and they seam all OK 
(including with the 'second_order' option provided by Ipopt). I also 
think that if I had a really nasty error I wouldn't get "Optimal 
solution found" in 99% of the runs...

Can anyone help me with some directions to find what's wrong with my OP?

Best,

Bruno Guerreiro

p.s. The results of a failed run are attached in a text file. It starts 
with the end of a successful run and then has all the information with 
"print_level" = 7 of the failed run. Thanks in advance for looking into 
this nasty info file :).


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