[Ipopt] Slack too small, adjusting variable bound

[Per-Ola Larsson]

Thanks for you explaination Hans!

Another error I get from IPOPT is "Scaling factors are invalid - setting 
them all to 1."

Here is a printout from IPOPT,
Scaling factors are invalid - setting them all to 1.
  103  9.0234276e+00 7.32e-02 2.97e+03  -1.9 8.83e-01    -  4.25e-01 
1.00e+00h  1
Scaling factors are invalid - setting them all to 1.
  104  9.0087841e+00 6.69e-03 1.05e+01  -1.9 2.57e-01    -  1.00e+00 
1.00e+00h  1
Scaling factors are invalid - setting them all to 1.
  105  8.1631880e+00 2.04e-01 2.11e+01  -2.3 1.39e+00    -  1.00e+00

The steps look OK except the error message. Anyone knows that what might 
be wrong?

Best regards,
Per-Ola

Hans Pirnay wrote:
> 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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