[Ipopt] How to detect which constraints not satisfying Linear Independence Constraint Qualification?
James Henderson
jamesh125125 at yahoo.com
Thu Mar 11 10:39:07 EST 2010
Hi Andreas,
Thank you for your reply.
But in what situation
the algorism will be failure like this?
Where or how to find the
source of error come from?
I really want to identify the source of
problem, and make some improvement on it.
And one more question, do
there exist any method to detect which constraints not satisfying LICQ,
or to reduce the degeneracy situation(because I have so many
constraints)?
Thank you so much
James
-----
Original Message ----
From: Andreas Waechter <andreasw at watson.ibm.com>
To: James Henderson <jamesh125125 at yahoo.com>
Cc: ipopt ipopt <ipopt at list.coin-or.org>
Sent: Sat, February 27, 2010 6:07:05 AM
Subject: Re: [Ipopt] How to detect which constraints not satisfying Linear Independence Constraint
Qualification?
Hi James,
I noticed in your output that
your restoration phase failure is actually
for the restoration phase inside the restoration phase. The restoration
phase problem by
construction satisfies LICQ, so this cannot really be the
issue.
Maybe your constraint function are just very nasty (I assume you
verified that the derivative checker does not compain, and that there are
no "if" statements in the computation of your functions that might make
the problem non-smooth). Beside suggesting to try to formulate the
constraints in a different way, I don't know what to propose. You might
want
to check if other NLP solvers can solve your problem.
Regards,
Andreas
On Tue, 9 Feb 2010, James Henderson wrote:
> 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!
>
>
>
>
>
> _______________________________________________
> Ipopt mailing
list
> Ipopt at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/ipopt
>
>
More information about the Ipopt
mailing list