[Ipopt] Trouble with getting ipopt tutorial example to work

MuraliR murali at mavericks.cc
Sat Jun 19 12:03:44 EDT 2010

I am having trouble getting the tutorial
to work. Unfortunately, giving my code is probably not helpful as I am
calling a C++ layer written on top of ipopt by someone else.

The problem is that ipopt reaches the max. iterations (3000) and then dumps
even though it passes the derivative checks, the objective and constraint
functions return correct values, and the problem summary printed by ipopt
looks right.

I am hoping someone can give me a pointer on what to try next.

The relevant info:

I don't have control over the initial point. The library always uses a
vector of zeroes.

Evaluating my objective and constraint functions at the known optimal point
gives correct values.

Running with "derivative_test second-order" gives "No errors detected by
derivative checker".

initial point of [0,0,0,0] doesn't appear to be the problem (I found that a
different implementation of the example works fine with that initial point)

The derivative checker, contrary to the doc, doesn't use a the given initial
point even when it is feasible. It uses a random looking point that is the
same each time I run the program, but different for the two implementations
I am trying.

The problem summaries for the two implementation are identical.

Here are the first two iterations:
Non-working implementation
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du
alpha_pr  ls
   0  4.1009029e+00 3.59e+01 1.54e+00  -1.0 0.00e+00    -  0.00e+00
0.00e+00   0
   1  6.3736464e+00 3.43e+01 2.36e+01  -1.0 5.89e+00    -  2.19e-03
4.20e-02f  1

Working implementation:
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du
alpha_pr  ls
   0  4.1009029e+00 3.59e+01 1.54e+00   0.0 0.00e+00    -  0.00e+00
0.00e+00   0
   1  6.3052937e+00 3.43e+01 2.38e+01  -5.7 5.89e+00    -  2.16e-03
4.20e-02h  1

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