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

Edson Cordeiro do Valle edsoncv at enq.ufrgs.br
Fri Mar 26 12:35:42 EDT 2010


        Hello All
           Just a little contribution from my experience.
As stated some time ago in this list, the order which constraints are 
being written can produce this behavior. I mean, if you have a set of 20 
constraints and write them in a different order, this behavior can 
happen, at least with Mumps solver. I don't know if it can happen with 
MA57.
This happened to me some time ago where the software we were working 
with. In that software (RecoVR - http://www.vrtech.com.br/en_us/recovr) 
the equality constraints are written according to the order of a block 
diagram drawn by the user.
I don't know if its your case, but it may give you a clue.
Regards

                                                  Edson C. do Valle
                                                edsoncv at enq.ufrgs.br
                                                   Skype: edson.cv



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> Today's Topics:
>
>    1. Why sometimes can solve,	but sometimes can't solve with the
>       same problem? (Lewis I)
>    2. Re: Why sometimes can solve,	but sometimes can't solve with
>       the same problem? (Frank E. Curtis)
>    3. Re: Why sometimes can solve,	but sometimes can't solve with
>       the same problem? (Lewis I)
>    4. Re: Why sometimes can solve, but sometimes can't solve with
>       the same problem? (Andreas Waechter)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Thu, 25 Mar 2010 14:00:31 -0700 (PDT)
> From: Lewis I <lewis369lewis at yahoo.com>
> Subject: [Ipopt] Why sometimes can solve,	but sometimes can't solve
> 	with the same problem?
> To: ipopt at list.coin-or.org
> Message-ID: <471888.46454.qm at web114012.mail.gq1.yahoo.com>
> Content-Type: text/plain; charset=us-ascii
>
> 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
>
>
>
>       
>
>
>
> ------------------------------
>
> Message: 2
> Date: Thu, 25 Mar 2010 17:08:23 -0400
> From: "Frank E. Curtis" <frank.e.curtis at gmail.com>
> Subject: Re: [Ipopt] Why sometimes can solve,	but sometimes can't
> 	solve with 	the same problem?
> To: Lewis I <lewis369lewis at yahoo.com>
> Cc: ipopt at list.coin-or.org
> Message-ID:
> 	<5f138b141003251408n5c2ef0bejc25a903e2bb34291 at mail.gmail.com>
> Content-Type: text/plain; charset="iso-8859-1"
>
> 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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> ------------------------------
>
> Message: 3
> Date: Thu, 25 Mar 2010 14:25:41 -0700 (PDT)
> From: Lewis I <lewis369lewis at yahoo.com>
> Subject: Re: [Ipopt] Why sometimes can solve,	but sometimes can't
> 	solve with  the same problem?
> To: "Frank E. Curtis" <frank.e.curtis at gmail.com>
> Cc: ipopt at list.coin-or.org
> Message-ID: <300342.88493.qm at web114008.mail.gq1.yahoo.com>
> Content-Type: text/plain; charset="us-ascii"
>
> 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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> ------------------------------
>
> Message: 4
> Date: Fri, 26 Mar 2010 10:37:00 -0400 (EDT)
> From: Andreas Waechter <andreasw at watson.ibm.com>
> Subject: Re: [Ipopt] Why sometimes can solve, but sometimes can't
> 	solve with  the same problem?
> To: Lewis I <lewis369lewis at yahoo.com>
> Cc: ipopt at list.coin-or.org
> Message-ID: <Pine.A41.4.61.1003261035200.430144 at bigopt.watson.ibm.com>
> Content-Type: TEXT/PLAIN; charset=US-ASCII; format=flowed
>
> 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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>
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> End of Ipopt Digest, Vol 63, Issue 11
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