[Ipopt] IpOpt code: Detereministic or Random across various runs?

[Giacomo Nannicini]

Hello,
are the problems you are trying to solve identical or just "very
similar" as you state below?
If they are "very similar" but not identical, it's no surprise that
you get a variation in the order of 1e-3 at some point during the
algorithm, and then this difference can increase to larger values as
the two runs start to diverge.
Floating point computations are very sensitive to the input data.

If your problems are absolutely identical and you provide exactly the
same starting point, then it's worth investigating where the two runs
start to diverge.

Giacomo

On Tue, Dec 18, 2012 at 4:28 AM, AliReza Khoshgoftar Monfared
<khoshgoftar at gmail.com> wrote:
> Thanks Stefan,
>
> I tested the error proposed in the ticket and since I could reproduce it, I
> applied the patch. Now it's gone.
> Despite this, I still see the deviation in answers to the problem I have.
> To clear the way this error is produced, I solve three  very similar
> optimization problems in succession (say t=0, t=1 and t=2 problems). I run
> this two times, and for each run, I provide Ipopt with the exact answer for
> t=0. Since problems at t=1 and 2 are similar, it is expected that answers
> are the same, but I see that at t=1 there is a deviation on the order of
> 1e-4 across the 2 runs and at t=2 it's on the order of 1e-3 (and this error
> can propagate larger if i continue this)
> As stated, despite this, Ipopt is giving me answers both of which respect
> all (non-linear) constraints of the problem, so they are all correct answers
> in this sense, although I expect ipopt to follow a determinism path and
> arrive at the same correct answer from the same initial point every time.
>
> I will try to find the differences in the ipopt report of problems and post
> them here if I could figure out the reason.
>
> Alireza
>
>