[Ipopt] Error in eq_mult_calculator

Tue Sep 8 19:43:03 EDT 2009

Hi Johan,

The output you sent is from a setting where there are no degrees of 
freedom: you have as many equality constraints as you have free variables. 
This means, all Ipopt will do is try to find a feasible point.

The output shows that Ipopt does actually succeeds with that task, and the 
final EXIT message confirms that.  The error message you see can be safely 
ignored (all Ipopt is trying to do there is to compute some constraint 
multipliers, but those don't mean much in this context).

So, all is fine.  But you should keep in mind that you are actually not 
optimizing if you have no degrees of freedom, you are just solving a 
square nonlinear system of nonlinear equality constraints.

Regards,

Andreas

On Mon, 7 Sep 2009, Johan Akesson wrote:

> 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
>
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