[Ipopt] Error in eq_mult_calculator
Johan Akesson
jakesson at control.lth.se
Wed Sep 9 01:58:19 EDT 2009
Hi Andreas,
Thanks for your reply.
>
> 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.
>
This is indeed my intention: I'm solving a square problem which
corresponds to "simulating" the plant over a fixed interval. I sometimes
solve such problems prior to solving the actual optimization problem.
The issue here is that I am generating C code from Modelica model
descriptions using the jmodelica.org compiler. Since the compiler is
still under development I usually verify that I get the expected
solution when solving a square problem which I can compare to simulation
results derived in an independent software.
> 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).
>
Ok, good.
Best
/Johan
> 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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>> http://list.coin-or.org/mailman/listinfo/ipopt
>>
>>
>>
--
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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