[Ipopt] convergence problem

Juan Carlos Lopez Alfonso jc.atlantis at gmail.com
Sat Apr 7 14:15:40 EDT 2012


Hi all,
I have a problem with the convergence of my algorithm. How you can see
in the output of it, this algorithm don't stop and the functional
value is repeated after some iterations.

So, someone knows how I can solve this problem? How can I put a
tolerance over the change of the functional value?

Best regards
Juan Carlos

iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  60  1.4211916e+01 2.87e-04 2.35e-03  -5.7 2.05e-01    -  3.92e-01 2.62e-01h  1
  61  1.3782807e+01 1.38e-04 1.90e-03  -5.7 1.56e-01    -  4.88e-01 3.26e-01h  1
  62  1.3348615e+01 4.52e-06 1.03e-03  -5.7 1.06e-01    -  6.21e-01 5.30e-01h  1
  63  1.3002775e+01 0.00e+00 1.12e-04  -5.7 4.88e-02    -  9.84e-01 9.68e-01h  1
  64  1.2996736e+01 0.00e+00 3.18e-05  -5.7 6.42e-03    -  1.00e+00 1.00e+00h  1
  65  1.2996716e+01 0.00e+00 1.31e-05  -5.7 2.41e-03    -  1.00e+00 1.00e+00h  1
  66  1.2779985e+01 0.00e+00 1.04e-03  -7.0 7.04e-02    -  5.57e-01 3.49e-01f  1
  67  1.2657981e+01 0.00e+00 1.12e-03  -7.0 4.46e-02    -  3.97e-01 3.02e-01h  1
  68  1.2569209e+01 0.00e+00 1.28e-03  -7.0 3.28e-02    -  4.59e-01 3.16e-01h  1
  69  1.2487394e+01 2.21e-05 5.30e-04  -7.0 2.32e-02    -  3.46e-01 4.26e-01h  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  70  1.2430954e+01 1.07e-06 4.08e-04  -7.0 1.35e-02    -  5.82e-01 5.14e-01h  1
  71  1.2403860e+01 0.00e+00 1.10e-03  -7.0 9.83e-03    -  7.42e-01 5.09e-01h  1
  72  1.2378476e+01 1.71e-06 9.30e-05  -7.0 7.09e-03    -  1.00e+00 9.73e-01f  1
  73  1.2378180e+01 6.02e-06 6.23e-04  -7.0 2.36e-02    -  5.77e-01 4.18e-01f  1
  74  1.2378080e+01 7.55e-06 8.65e-04  -7.0 2.53e-02    -  1.59e-01 2.46e-01f  1
  75  1.2377909e+01 9.75e-06 3.83e-04  -7.0 4.25e-02    -  5.62e-01 5.66e-01H  1
  76  1.2377873e+01 3.00e-05 8.54e-04  -7.0 6.74e-02    -  3.01e-01 2.21e-01f  1
  77  1.2377816e+01 2.28e-05 1.65e-03  -7.0 2.33e-02    -  2.79e-01 5.59e-01h  1
  78  1.2377807e+01 3.15e-05 2.82e-03  -7.0 5.42e-02    -  3.20e-01 1.43e-01f  1
  79  1.2377774e+01 4.57e-06 7.86e-05  -7.0 1.07e-02    -  1.00e+00 1.00e+00h  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  80  1.2377771e+01 1.30e-05 2.62e-04  -7.0 3.98e-02    -  2.26e-01 2.66e-01h  1
  81  1.2377770e+01 5.06e-06 2.83e-04  -7.0 2.72e-02    -  3.37e-01 4.24e-01H  1
  82  1.2377770e+01 5.75e-06 2.21e-04  -7.0 2.68e-02    -  1.88e-01 2.45e-01f  1
  83  1.2377772e+01 1.67e-05 1.21e-03  -7.0 6.21e-02    -  5.29e-01 2.84e-01f  2
  84  1.2377768e+01 2.77e-05 9.22e-04  -7.0 6.36e-02    -  3.57e-01 2.10e-01H  1
  85  1.2377768e+01 9.01e-06 7.39e-04  -7.0 2.78e-02    -  4.96e-01 2.49e-01f  2
  86  1.2377770e+01 1.58e-05 5.39e-04  -7.0 1.34e-02    -  1.00e+00 7.59e-01h  1
  87  1.2377771e+01 1.35e-09 7.44e-04  -7.0 2.42e-02    -  2.58e-01 3.66e-01F  1
  88  1.2377784e+01 2.33e-07 1.79e-03  -7.0 5.27e-02    -  4.53e-01 9.87e-01H  1
  89  1.2377778e+01 3.28e-06 1.55e-03  -7.0 1.14e-01    -  1.89e-02 7.26e-02f  2
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  90  1.2377776e+01 4.39e-06 1.58e-03  -7.0 9.92e-02    -  1.16e-01 5.04e-02h  3
  91  1.2377774e+01 5.06e-06 1.54e-03  -7.0 7.22e-02    -  1.26e-01 6.92e-02h  3
  92  1.2377770e+01 3.22e-05 1.80e-03  -7.0 5.57e-02    -  9.82e-01 2.76e-01h  2
  93  1.2377775e+01 0.00e+00 4.51e-04  -7.0 1.50e-02    -  7.01e-01 7.72e-01H  1
  94  1.2377769e+01 1.84e-05 7.03e-04  -7.0 8.80e-02    -  1.71e-01 1.42e-01F  1
  95  1.2377772e+01 5.98e-07 4.44e-04  -7.0 2.08e-02    -  7.32e-01 6.25e-01H  1
  96  1.2377771e+01 1.48e-06 3.25e-03  -7.0 3.26e-02    -  8.30e-01 1.94e-01f  2
  97  1.2377771e+01 2.14e-06 1.05e-03  -7.0 1.54e-02    -  6.86e-01 1.89e-01h  1
  98  1.2377772e+01 0.00e+00 4.47e-05  -7.0 7.55e-03    -  1.00e+00 1.00e+00f  1
  99  1.2377772e+01 0.00e+00 3.46e-04  -7.0 2.29e-02    -  2.20e-01 3.07e-01h  2
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
 100  1.2377773e+01 0.00e+00 7.10e-05  -7.0 9.51e-03    -  1.00e+00 1.00e+00H  1
 101  1.2377772e+01 0.00e+00 5.81e-05  -7.0 2.94e-02    -  1.38e-01 1.49e-01h  2
 102  1.2377772e+01 0.00e+00 1.05e-03  -7.0 7.84e-02    -  2.47e-01 9.91e-02h  2
 103  1.2377772e+01 0.00e+00 5.93e-04  -7.0 1.18e-02    -  1.00e+00 4.16e-01h  2
 104  1.2377774e+01 0.00e+00 6.19e-04  -7.0 1.05e-02    -  7.05e-01 1.00e+00H  1
 105  1.2377773e+01 0.00e+00 2.25e-03  -7.0 7.49e-02    -  2.24e-01 6.09e-02h  2
 106  1.2377772e+01 0.00e+00 3.02e-03  -7.0 2.53e-02    -  8.71e-01 1.20e-01h  2
 107  1.2377773e+01 0.00e+00 7.69e-04  -7.0 3.85e-03    -  7.60e-01 1.00e+00h  1
 108  1.2377772e+01 0.00e+00 1.60e-03  -7.0 1.56e-02    -  7.98e-01 2.18e-01h  2
 109  1.2377774e+01 0.00e+00 5.37e-04  -7.0 8.57e-03    -  8.19e-01 1.00e+00H  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
 110  1.2377773e+01 0.00e+00 1.80e-03  -7.0 7.01e-02    -  1.79e-01 4.03e-02h  3
 111  1.2377772e+01 0.00e+00 3.24e-03  -7.0 6.21e-02    -  2.89e-01 6.93e-02h  2
 112  1.2377773e+01 0.00e+00 2.86e-05  -7.0 5.10e-03    -  1.00e+00 1.00e+00h  1
 113  1.2377773e+01 0.00e+00 6.58e-05  -7.0 1.16e-02    -  1.00e+00 1.00e+00H  1
 114  1.2377773e+01 0.00e+00 1.12e-03  -7.0 2.46e-02    -  2.63e-01 2.47e-02h  5
 115  1.2377773e+01 0.00e+00 1.81e-03  -7.0 1.31e-01    -  8.29e-02 4.91e-03h  6
 116  1.2377772e+01 0.00e+00 1.10e-03  -7.0 3.05e-02    -  1.90e-01 2.69e-01h  2
 117  1.2377771e+01 0.00e+00 1.07e-03  -7.0 2.21e-02    -  5.97e-01 1.77e-01h  2
 118  1.2377772e+01 0.00e+00 5.96e-04  -7.0 1.07e-02    -  3.96e-01 3.63e-01h  2
 119  1.2377772e+01 0.00e+00 2.08e-03  -7.0 2.02e-02    -  7.99e-01 1.63e-01h  2
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
 120  1.2377772e+01 0.00e+00 3.38e-04  -7.0 7.43e-03    -  7.41e-01 5.00e-01h  2
 121  1.2377772e+01 0.00e+00 1.88e-03  -7.0 1.79e-02    -  9.28e-01 1.83e-01h  2
 122  1.2377772e+01 0.00e+00 9.08e-05  -7.0 7.51e-03    -  8.08e-01 4.89e-01h  2
 123  1.2377772e+01 0.00e+00 1.49e-03  -7.0 2.35e-02    -  5.89e-01 1.47e-01h  2
 124  1.2377773e+01 0.00e+00 2.71e-05  -7.0 8.59e-03    -  1.00e+00 1.00e+00w  1
 125  1.2377770e+01 2.10e-05 1.19e-03  -7.0 5.58e-02    -  3.74e-01 2.19e-01w  1


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