[Ipopt] Infeasible Starting Point

[Ashutosh Mahajan]

Dracy,

The objective function can not be evaluated at your starting point (Can't take
a square root of negative no.). Ipopt (and almost all other nonlinear solvers)
expect that the functions and their derivatives are well defined at the points
they visit. You will have to change your parameters or reformulate your
problem (e.g. set lower bound of ecc to 0.76) 
so that functions are evaluated only at such nice points. 

--
regards
Ashutosh Mahajan
http://coral.ie.lehigh.edu/~asm4

On Mon, Mar 21, 2011 at 09:01:40AM -0400, Darcy Allison wrote:
>   Here is my AMPL input file. It is a simple orbit optimization. The 
> file was written to find the optimal transfer between two circular 
> orbits which should be the Hohmann transfer. It is very sensative to the 
> initial guess for the eccentricity parameter, ecc. It seems like if it 
> is below a certain value (around 0.7) it will not converge. However, if 
> above the value it converges very quickly and accurately. The code below 
> does not start in a feasible region (ecc is too small). If you change 
> the initial ecc to something in the feasible region (0.76 >= ecc <= 1) 
> it will converge.
> 
> I would like to use Ipopt for much harder problems but I need a code 
> that can also handle infeasible starting points because I will not know 
> beforehand where the feasible space is for these harder problems.
> 
> --------------------------------------------------------------------------------------------------------------------------
> 
> #instruct ampl that the IPOPT executable is the solver - make sure IPOPT 
> is in the path
> option solver ipopt;
> 
> #declare design variables and their bounds
> var ecc >= 0, <= 1;
> var p >= 0;
> param r1 = 6531000.0;
> param r2 = 48571000.0;
> param mu = 398600500000000.0;
> 
> #specify the objective function delv=delv1+delv2
> #delv1 = v1^2 + vc1^2 - 2*vc1*sqrt(mu*p)/r1
> #delv2 = v2^2 + vc2^2 - 2*vc2*sqrt(mu*p)/r2
> minimize obj:
>              (mu*((2.0/r1) + ((ecc^2-1.0)/p)) + mu/r1 - 
> 2.0*((mu/r1)^0.5)*(((mu*p)^0.5)/r1))^0.5 + (mu*((2.0/r2) + 
> ((ecc^2-1.0)/p)) + mu/r2 - 2.0*((mu/r2)^0.5)*(((mu*p)^0.5)/r2))^0.5;
> 
> #specify the constraints
> s.t.
>          rp:
>              r1*(1+ecc) >= p;
> 
>          ra:
>              r2*(1-ecc) <= p;
> 
> #specify the starting point
> let ecc  := 0.55;
> let p     := 10000000.0;
> 
> #instruct ampl to solve the problem
> solve;
> 
> #print out the solution
> display ecc;        #eccentricity
> display p;            #semilatus rectum
> display r1;            #radius of first circular orbit
> display r2;            #radius of second circular orbit
> display mu;            #Earth's gravitational constant
> display p/(1-ecc^2);#semi-major axis
> display (mu*((2.0/r1) + ((ecc^2-1.0)/p)))^0.5;                        
>                              #v1
> display (mu*((2.0/r2) + ((ecc^2-1.0)/p)))^0.5;                        
>                              #v2
> display (mu*((2.0/r1) + ((ecc^2-1.0)/p)) + mu/r1 - 
> 2.0*((mu/r1)^0.5)*(((mu*p)^0.5)/r1))^0.5;    #delta-v1
> display (mu*((2.0/r2) + ((ecc^2-1.0)/p)) + mu/r2 - 
> 2.0*((mu/r2)^0.5)*(((mu*p)^0.5)/r2))^0.5;    #delta-v2
> #now display total delta-v which is the sum of delta-v1 and delta-v2
> display (mu*((2.0/r1) + ((ecc^2-1.0)/p)) + mu/r1 - 
> 2.0*((mu/r1)^0.5)*(((mu*p)^0.5)/r1))^0.5 + (mu*((2.0/r2) + 
> ((ecc^2-1.0)/p)) + mu/r2 - 2.0*((mu/r2)^0.5)*(((mu*p)^0.5)/r2))^0.5;
> display 3.14159265359*(((r1+r2)^3)/(8*mu))^0.5;                    #time 
> to complete the transfer
> 
> --------------------------------------------------------------------------------------------------------------------------
> 
> Regards.
> Darcy
> 
> 
> On 3/18/2011 11:01 PM, Ashutosh Mahajan wrote:
> > Dear Darcy,
> >
> > It may be more helpful to describe the problem you are solving and how you
> > input it to Ipopt. Do you call it through AMPL, GAMS or the C++ interface?
> > Are there any points where the functions become infinite or nan (like 1/x)?
> >
> > --
> > regards
> > Ashutosh Mahajan
> > http://coral.ie.lehigh.edu/~asm4
> >
> > On Thu, Mar 17, 2011 at 10:24:06AM -0400, Darcy Allison wrote:
> >> Hi. I recently used Ipopt for a nonlinear optimization problem and
> >> discovered that if I did not start in the feasible region that it
> >> crashed and would not converge to the optimum. However, if I started
> >> in the feasible region it would find the optimum just fine. I am
> >> wondering if this deficiency is currently being worked on or not?
> >> Thanks.
> >>
> >> _______________________________________________
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> 
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