[Ipopt] Ipopt - Help getting out of local minimum
Sean C McDuffee
scmcduff at blueskystudios.com
Thu Dec 13 11:43:54 EST 2012
Hey everybody,
I have a problem that sometimes ends up increasing the objective and
then landing in a local minimum like so:
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du
alpha_pr ls
0 1.2178441e-04 1.05e+01 3.78e-02 0.0 0.00e+00 - 0.00e+00
0.00e+00 0
1 8.5210593e+00 6.82e-13 2.54e+04 -11.0 2.21e-01 - 1.00e+00
1.00e+00h 1
2 3.7647163e-01 6.82e-13 3.79e+01 -11.0 1.40e-01 - 1.00e+00
1.00e+00f 1
3 1.7764708e-01 6.82e-13 7.19e+00 -11.0 2.21e-02 - 1.00e+00
1.00e+00f 1
4 1.6117151e-01 6.82e-13 1.36e-01 -11.0 2.75e-02 - 1.00e+00
1.00e+00f 1
5 1.6112630e-01 6.82e-13 1.55e-02 -11.0 3.01e-04 - 1.00e+00
1.00e+00f 1
6 1.6113003e-01 6.82e-13 3.77e-05 -11.0 3.91e-05 - 1.00e+00
1.00e+00s 47
This eventually kills my solver.
Anybody have any settings advice or tips?
Some of my current settings:
app->Options ()->SetStringValue ("linear_solver", "ma27");
app->Options ()->SetStringValue ("nlp_scaling_method", "gradient-based");
app->Options ()->SetStringValue ("linear_system_scaling", "mc19");
app->Options ()->SetStringValue ("mu_strategy", "adaptive");
Thanks,
Sean
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