[Ipopt] Restoration Failed

[Stefan Vigerske]

Hi,

Ipopt seem to run into points where your objective or constraints are
not defined:

Exception of type: Eval_Error in file
"../../../../CoinIpopt/Ipopt/src/Algorithm/IpOrigIpoptNLP.cpp" at line 562:
 Exception message: success && IsFiniteNumber(unscaled_c->Nrm2())
evaluated false: Error evaluating the equality constraints

Exception of type: Eval_Error in file
"../../../../CoinIpopt/Ipopt/src/Algorithm/IpOrigIpoptNLP.cpp" at line 497:
 Exception message: success && IsFiniteNumber(ret) evaluated false:
Error evaluating the objective function
Warning: Evaluation error during soft restoration phase step.


Maybe there is something you can do to your model formulation or to the
variable bounds?

Stefan



Bruno Guerreiro (ISR) wrote:
> 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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> 
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-- 
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan