[Ipopt] Constraints Violation

Sylvain Auliac auliac at ann.jussieu.fr
Fri Feb 17 07:54:45 EST 2012


how exactly is calculated the constraints violation ? I wanted some precision, because in the problem I am trying to solve, I print the result of eval_g and got this the last time IPOPT calls it :

	3.970839213e-09	3.971279972e-09	3.971830198e-09	3.971546314e-09	3.981007857e-09
	3.975493268e-09	3.967533191e-09	3.963262163e-09	3.855251007e-09	

My constraints lower and upper bounds are respectively -infinity and 0., so the constraints are supposed to be negative when we are in feasible region. Somehow, I have this result at the end of the algorithm :

Constraint violation....:   0.0000000000000000e+00    0.0000000000000000e+00

Which is strange, since constraints are violated. Also, the algorithm says he  has converged to optimal solution , but the result I get is not the real solution of the problem (which I get with the same objective function, jacobian constraints and all using some other optimizers). My problem is such that the minimizer of the unconstrained objective function  is the same as the constrained one (the minimizer is just on the boundary), if I completely remove the constraints from ipopt, I get the good result. But as soon as I put it back in, I get back the bad one, even if I put the lower and higher bounds respectively to -infinity and +infinity (should not that be equivalent to the unconstrained problem?). 

I have checked my constraints implementation several times, and it is working well with other optimization codes , I'm sure it is correct , as well as its jacobian. The derivative checker does not detect any derivative mistake... I've been able to solve some other (constrained) problems using ipopt with the same coding style, only this one comes with troubles but it should not : the objective function is quadratic, constrains are affine, so all is convex with a unique solution.

So I don't understand what's going wrong... Someone with an idea would please me!

Sylvain Auliac
Laboratoire Jacques-Louis Lions
Université Pierre et Marie Curie
mail: auliac at ann.jussieu.fr
tel : 01 44 27 71 70

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