[Ipopt] Slack too small, adjusting variable bound

[Hans Pirnay]

The slacks z should converge to z_i*x_i  = \mu. The warning you are
seeing appears when a slack z becomes smaller than \eps*\mu, where
\eps is machine precision. Therefore, bad scaling where some of your
primal variables become way too large, might be an issue. Another case
where this problem comes up is when your problem fails to satisfy the
constraint qualifications (LICQ or at least MFQC) and the second order
sufficient condition - as soon as some variables or multipliers are
not uniquely defined, weird behavior appears.

So the first thing to check for is scaling of variables and
constraints such that the gradients are similar in scale, and then for
redundant constraints.

best

hans

On Fri, Feb 18, 2011 at 9:30 AM, Per-Ola Larsson <perola at control.lth.se> wrote:
> Hello!
>
> When solving my optimization problem in IPOPT I often get messages of
> the kind
>
> In iteration X, 1 Slack too small, adjusting variable bound.
>
> What is the origin of this error? Is my problem badly scaled? What can I
> do to not get this error?
>
> Best regards,
> --
> Per-Ola Larsson, MScEE, PhD Student
>
> Dept. of Automatic Control     E-mail: per-ola.larsson at control.lth.se
> Lund University                WWW:    www.control.lth.se/~perola
> Box 118                        Phone:  +46 (0)46 - 222 87 93
> S-221 00 Lund, Sweden          Fax:    +46 (0)46 - 13 81 18
>
>
>
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