[Ipopt] How to detect which constraints not satisfying Linear Independence Constraint Qualification?

James Henderson jamesh125125 at yahoo.com
Tue Feb 9 16:44:12 EST 2010


Dear all, 

I have many constraint functions, but I suppose they are all linear independent, but there still have a failed restoration.
Does anyone know how to detect which constraints not satisfying Linear Independence Constraint Qualification?
Thank you.

James

This is Ipopt version 3.8.1, running with linear solver ma27.

Number of nonzeros in equality constraint Jacobian...:     9672
Number of nonzeros in inequality constraint Jacobian.:    38340
Number of nonzeros in Lagrangian Hessian.............:        0

Total number of variables............................:     2136
                     variables with only lower bounds:        0
                variables with lower and upper bounds:        0
                     variables with only upper bounds:        0
Total number of equality constraints.................:      806
Total number of inequality constraints...............:     4260
        inequality constraints with only lower bounds:        0
   inequality constraints with lower and upper bounds:        0
        inequality constraints with only upper bounds:     4260

iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
   0 1.8076131e+004 8.53e-003 2.21e+001   0.0 0.00e+000    -  0.00e+000 0.00e+000   0
   1 6.1451386e+002 5.88e-001 8.75e+000  -0.2 2.22e+001    -  4.90e-001 4.18e-001f  1
...........
1380r4.1766689e+002 9.97e-001 1.21e-001  -4.9 8.64e-001    -  1.00e+000 1.00e+000h  1
1381r4.1617759e+002 9.50e-001 1.40e+000  -4.9 6.68e-001    -  1.00e+000 1.00e+000h  1
Restoration phase converged to a feasible point that is
unacceptable to the filter for the original problem.
Restoration phase in the restoration phase failed.

Number of Iterations....: 1381

                                   (scaled)                 (unscaled)
Objective...............:  4.1431717107537929e+002   4.1431717107537929e+002
Dual infeasibility......:  4.7797490421788211e+000   4.7797490421788211e+000
Constraint violation....:  4.0595912702112713e-005   4.0595912702112713e-005
Complementarity.........:  7.7917756206222183e-006   7.7917756206222183e-006
Overall NLP error.......:  4.7797490421788211e+000   4.7797490421788211e+000


Number of objective function evaluations             = 2855
Number of objective gradient evaluations             = 196
Number of equality constraint evaluations            = 2856
Number of inequality constraint evaluations          = 2856
Number of equality constraint Jacobian evaluations   = 1386
Number of inequality constraint Jacobian evaluations = 1386
Number of Lagrangian Hessian evaluations             = 0
Total CPU secs in IPOPT (w/o function evaluations)   =    281.311
Total CPU secs in NLP function evaluations           =     11.907

EXIT: Restoration Failed!



      



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