[Ipopt] Why sometimes can solve, but sometimes can't solve with the same problem?

Andreas Waechter andreasw at watson.ibm.com
Fri Mar 26 10:37:00 EDT 2010


Hi Lewis,

The Ipopt code is deterministic.  Potentially, the linear solver is not, 
but I would think that MA57 is.  Maybe your BLAS library is not 
deterministic?  Another thing to check is if there is uninitialized memory 
usage, e.g., in your function evaluations, which might lead to different 
outcomes (this could easily be checked with a memory checker like 
valgrind).

Andreas

On Thu, 25 Mar 2010, Lewis I wrote:

> Hi Frank,
>
> I used the same options, same starting points and same obj function, and all other thing are the same too. (using  linear system solver ma57).
> (and  used the hessian approximation). But sometime ipopt can find the
> optimal point, but sometime can't.
>
> I found that ipopt provide different number of iteraitons for the same
> problem.
> So I guess there are "something" random that existed in the ipopt
> method.
> Does it relate to my question?
> Thx
>
> Lewis
>
>
>
> ________________________________
> From: Frank E. Curtis <frank.e.curtis at gmail.com>
> To: Lewis I <lewis369lewis at yahoo.com>
> Cc: ipopt at list.coin-or.org
> Sent: Fri, March 26, 2010 5:08:23 AM
> Subject: Re: [Ipopt] Why sometimes can solve, but sometimes can't solve with  the same problem?
>
>
> Hi Lewis,
>
> I suspect you'll need to answer a few questions before anyone can help you figure out what's really going on here.
>
> 1.) Naturally, if, say, your function evaluations involve random quantities, than the results can differ from run to run.  (I'm guessing that's not your case, though.)
> 2.) If you are changing any of the options, then the results can certainly vary, even for the same problem.
> 3.) If you are running different versions of Ipopt, or if you're running even the same version on different platforms, things can change.
>
> If it's not any of these basic things, we'd probably need to know more about your problem, the options you're using (including the linear system solver), etc.
>
> On Thu, Mar 25, 2010 at 5:00 PM, Lewis I <lewis369lewis at yahoo.com> wrote:
>
>> Dear all,
>>
>>> Why ipopt sometimes can solve, but sometimes can't solve with the same problem?
>>> And the number of iteration are different too.why?
>>
>>> Regards,
>>> Lewis
>>
>>
>>
>>
>>
>>> _______________________________________________
>>> Ipopt mailing list
>> Ipopt at list.coin-or.org
>> http://list.coin-or.org/mailman/listinfo/ipopt
>>
>
>
>
>



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