[Ipopt] problem with stop conditions

Juan Carlos Lopez Alfonso jc.atlantis at gmail.com
Wed May 9 06:34:10 EDT 2012


Hi all,

I have a problem with the stop condition of my Ipopt algorithm. How is
possible to see in the results below, the change in the value of the
objetive function is very small and the algorithm don't stop. I have
tried to change all stop conditions but no luck.

in this test, the options that I have changed are the follows:

app->Options()->SetStringValue("print_user_options", "yes");
app->Options()->SetNumericValue("tol", 1.0e-6);
app->Options()->SetNumericValue("acceptable_tol", 1.0e-5);
app->Options()->SetIntegerValue("max_iter", 10000);
app->Options()->SetIntegerValue("acceptable_iter", 10000);
app->Options()->SetNumericValue("constr_viol_tol", 1.0e-6);
app->Options()->SetNumericValue("acceptable_constr_viol_tol", 1.0e-6);

Could anyone tell me what happens and how can i solve this problem? I
dont want to stop the algortihm by hand, I prefer that it stops with a
predefined stop condition.

Best regards and thank you in advance
Juan Carlos

iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
   0  1.1959761e+01 0.00e+00 2.40e-03  -1.0 0.00e+00    -  0.00e+00 0.00e+00   0
   1  3.2090451e+01 0.00e+00 5.65e-01  -1.0 1.09e-01    -  5.26e-01 1.00e+00f  1
   2  3.9205106e+01 0.00e+00 1.06e-01  -1.7 1.51e-01    -  8.86e-01 1.00e+00f  1
   3  4.5493486e+01 0.00e+00 2.45e-02  -2.5 1.13e-01    -  9.20e-01 1.00e+00f  1
   4  4.6046663e+01 0.00e+00 4.66e-03  -3.8 9.02e-02    -  7.63e-01 1.00e+00h  1
   5  4.6845229e+01 0.00e+00 3.12e-03  -3.8 1.29e+00    -  3.09e-01 1.00e+00f  1
   6  4.8051644e+01 0.00e+00 1.64e-03  -3.8 6.91e-01    -  5.64e-01 1.00e+00h  1
   7  5.0071686e+01 0.00e+00 7.88e-04  -3.8 3.66e-01    -  8.82e-01 1.00e+00h  1
   8  5.2101707e+01 0.00e+00 5.10e-04  -3.8 3.25e-01    -  1.00e+00 1.00e+00h  1
   9  5.2344541e+01 0.00e+00 1.16e-04  -3.8 1.50e-01    -  1.00e+00 1.00e+00h  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  10  5.2365229e+01 0.00e+00 1.19e-04  -3.8 9.12e-02    -  1.00e+00 1.00e+00h  1
  11  5.2366845e+01 0.00e+00 1.46e-04  -3.8 1.31e-01    -  1.00e+00 1.00e+00h  1
  12  5.2367852e+01 0.00e+00 1.60e-04  -3.8 1.66e-01    -  1.00e+00 1.00e+00h  1
  13  5.2367412e+01 0.00e+00 2.62e-04  -3.8 2.75e-01    -  1.00e+00 1.00e+00H  1
  14  3.0317532e+01 0.00e+00 4.74e-04  -5.7 4.36e-01    -  7.80e-01 6.03e-01f  1
  15  2.0701464e+01 0.00e+00 4.75e-04  -5.7 3.79e-01    -  7.75e-01 4.41e-01f  1
  16  1.5075991e+01 0.00e+00 4.80e-04  -5.7 4.41e-01    -  8.39e-01 4.16e-01h  1
  17  1.1779443e+01 0.00e+00 3.71e-04  -5.7 3.95e-01    -  8.26e-01 4.10e-01h  1
  18  9.8058135e+00 9.57e-03 2.88e-04  -5.7 3.66e-01    -  1.00e+00 4.19e-01h  1
  19  8.8218118e+00 2.31e-02 2.88e-04  -5.7 3.39e-01    -  9.80e-01 3.62e-01h  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  20  7.7028064e+00 1.76e-02 1.27e-04  -5.7 2.13e-01    -  1.00e+00 6.49e-01h  1
  21  7.0999381e+00 0.00e+00 1.56e-05  -5.7 7.74e-02    -  1.00e+00 1.00e+00h  1
  22  7.1000638e+00 0.00e+00 5.66e-06  -5.7 1.81e-02    -  1.00e+00 1.00e+00h  1
  23  7.1000565e+00 0.00e+00 2.14e-06  -5.7 7.35e-03    -  1.00e+00 1.00e+00h  1
  24  7.1000556e+00 0.00e+00 7.99e-07  -5.7 2.74e-03    -  1.00e+00 1.00e+00h  1
  25  6.7451507e+00 0.00e+00 7.86e-05  -7.0 1.03e-01    -  7.66e-01 5.41e-01f  1
  26  6.5953193e+00 1.91e-04 1.27e-04  -7.0 9.48e-02    -  7.58e-01 4.95e-01h  1
  27  6.5130936e+00 3.27e-04 1.26e-04  -7.0 6.65e-02    -  9.37e-01 5.37e-01h  1
  28  6.4633435e+00 6.53e-05 6.42e-05  -7.0 4.41e-02    -  9.15e-01 7.03e-01h  1
  29  6.4431951e+00 3.43e-05 1.03e-05  -7.0 2.70e-02    -  1.00e+00 9.58e-01h  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  30  6.4423090e+00 0.00e+00 4.58e-06  -7.0 1.39e-02    -  1.00e+00 1.00e+00f  1
  31  6.4423086e+00 0.00e+00 2.62e-06  -7.0 8.24e-03    -  1.00e+00 1.00e+00h  1
  32  6.4423082e+00 0.00e+00 5.57e-06  -7.0 1.64e-02    -  1.00e+00 1.00e+00h  1
  33  6.4423081e+00 2.86e-04 1.80e-05  -7.0 3.78e-02    -  1.00e+00 1.00e+00h  1
  34  6.4423057e+00 4.17e-03 7.11e-05  -7.0 1.05e-01    -  4.99e-01 1.00e+00h  1
  35  6.4423001e+00 5.66e-03 1.05e-04  -7.0 4.43e-01    -  2.69e-01 1.82e-01h  1
  36  6.4423086e+00 2.02e-03 7.96e-05  -7.0 1.09e-01    -  6.50e-01 1.00e+00h  1
  37  6.4423039e+00 3.34e-03 6.46e-05  -7.0 3.66e-01    -  4.71e-01 2.70e-01h  1
  38  6.4423083e+00 5.67e-04 3.73e-05  -7.0 5.26e-02    -  6.53e-01 1.00e+00h  1
  39  6.4423072e+00 7.16e-04 4.56e-05  -7.0 2.08e-01    -  1.00e+00 1.74e-01h  2
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  40  6.4423083e+00 0.00e+00 3.43e-06  -7.0 9.07e-03    -  1.00e+00 1.00e+00h  1
  41  6.4423081e+00 0.00e+00 5.39e-06  -7.0 1.66e-02    -  1.00e+00 1.00e+00H  1
  42  6.4423084e+00 0.00e+00 7.53e-06  -7.0 2.48e-02    -  1.00e+00 1.00e+00h  1
  43  6.4423085e+00 0.00e+00 1.82e-05  -7.0 5.52e-02    -  1.00e+00 1.00e+00H  1
  44  6.4423060e+00 4.22e-03 8.00e-05  -7.0 1.05e-01    -  4.29e-01 1.00e+00h  1
  45  6.4422998e+00 5.75e-03 1.10e-04  -7.0 4.12e-01    -  2.98e-01 2.02e-01h  1
  46  6.4423041e+00 2.76e-03 3.87e-05  -7.0 3.12e-02    -  1.00e+00 5.00e-01h  2
  47  6.4423060e+00 1.25e-03 1.55e-05  -7.0 2.66e-02    -  1.00e+00 5.00e-01h  2
  48  6.4423083e+00 0.00e+00 4.26e-06  -7.0 1.30e-02    -  1.00e+00 1.00e+00h  1
  49  6.4423082e+00 0.00e+00 9.33e-06  -7.0 2.48e-02    -  1.00e+00 1.00e+00H  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  50  6.4423099e+00 0.00e+00 3.04e-05  -7.0 6.40e-02    -  1.00e+00 1.00e+00H  1
  51  6.4423066e+00 7.63e-04 2.70e-05  -7.0 1.67e-01    -  1.77e-01 2.95e-01h  2
  52  6.4423075e+00 2.86e-04 1.76e-05  -7.0 3.78e-02    -  1.00e+00 5.00e-01h  2
  53  6.4423077e+00 8.43e-05 1.03e-05  -7.0 2.81e-02    -  1.00e+00 5.00e-01h  2
  54  6.4423080e+00 0.00e+00 5.93e-06  -7.0 1.31e-02    -  1.00e+00 5.00e-01h  2
  55  6.4423082e+00 0.00e+00 3.72e-06  -7.0 7.91e-03    -  1.00e+00 1.00e+00h  1
  56  6.4423082e+00 3.20e-05 1.12e-05  -7.0 2.35e-02    -  1.00e+00 1.00e+00h  1
  57  6.4423077e+00 3.25e-04 3.60e-05  -7.0 6.90e-02    -  8.91e-01 5.00e-01h  2
  58  6.4423075e+00 3.17e-04 8.58e-05  -7.0 8.65e-02    -  1.00e+00 1.95e-01h  3
  59  6.4423083e+00 0.00e+00 2.00e-06  -7.0 3.99e-03    -  1.00e+00 1.00e+00h  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  60  6.4423083e+00 0.00e+00 5.86e-06  -7.0 1.23e-02    -  1.00e+00 1.00e+00H  1
  61  6.4423087e+00 0.00e+00 1.88e-05  -7.0 3.94e-02    -  1.00e+00 1.00e+00H  1
  62  6.4423078e+00 1.24e-04 2.93e-05  -7.0 1.13e-01    -  4.45e-01 2.50e-01h  3
  63  6.4423080e+00 4.17e-06 9.16e-06  -7.0 9.47e-03    -  1.00e+00 5.00e-01h  2
  64  6.4423082e+00 0.00e+00 4.69e-06  -7.0 9.70e-03    -  1.00e+00 1.00e+00h  1
  65  6.4423086e+00 0.00e+00 1.47e-05  -7.0 3.07e-02    -  1.00e+00 1.00e+00H  1
  66  6.4423076e+00 3.03e-04 8.68e-05  -7.0 1.05e-01    -  1.00e+00 3.68e-01h  2
  67  6.4423076e+00 2.43e-04 4.24e-05  -7.0 5.69e-02    -  8.97e-01 2.50e-01h  3
  68  6.4423079e+00 6.04e-05 1.40e-05  -7.0 4.91e-03    -  1.00e+00 5.00e-01h  2
  69  6.4423081e+00 0.00e+00 3.42e-06  -7.0 4.38e-03    -  1.00e+00 5.00e-01h  2
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  70  6.4423082e+00 0.00e+00 3.31e-06  -7.0 5.31e-03    -  1.00e+00 5.00e-01h  2
  71  6.4423082e+00 0.00e+00 3.64e-06  -7.0 5.29e-03    -  1.00e+00 5.00e-01h  2
  72  6.4423083e+00 0.00e+00 2.81e-06  -7.0 5.87e-03    -  1.00e+00 1.00e+00h  1
  73  6.4423083e+00 0.00e+00 8.81e-06  -7.0 1.84e-02    -  1.00e+00 1.00e+00H  1
  74  6.4423079e+00 9.48e-04 2.66e-05  -7.0 5.55e-02    -  1.00e+00 1.00e+00h  1
  75  6.4423052e+00 2.64e-03 9.24e-05  -7.0 2.11e-01    -  7.03e-01 3.60e-01h  1
  76  6.4423061e+00 5.04e-03 2.70e-04  -7.0 1.15e-01    -  1.64e-01 1.00e+00f  1
  77  6.4422935e+00 1.18e-02 2.22e-04  -7.0 8.79e-01    -  1.36e-01 1.70e-01h  1
  78  6.4422916e+00 1.72e-02 3.00e-04  -7.0 4.70e-01    -  1.41e-02 2.33e-01h  1
  79  6.4422912e+00 1.67e-02 3.21e-04  -7.0 5.37e-01    -  1.10e-01 3.26e-02f  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  80  6.4423017e+00 5.42e-03 1.76e-04  -7.0 1.22e-01    -  2.13e-01 8.92e-01h  1
  81  6.4423072e+00 1.72e-03 3.83e-05  -7.0 6.08e-02    -  1.00e+00 1.00e+00h  1
  82  6.4423040e+00 2.84e-03 8.00e-05  -7.0 2.16e-01    -  6.22e-01 3.59e-01h  1
  83  6.4423071e+00 2.65e-03 1.13e-04  -7.0 8.88e-02    -  4.46e-01 1.00e+00h  1
  84  6.4423040e+00 3.32e-03 2.41e-04  -7.0 3.61e-01    -  4.98e-01 1.53e-01h  1
  85  6.4423081e+00 5.40e-04 2.12e-05  -7.0 3.03e-02    -  1.00e+00 1.00e+00h  1
  86  6.4423074e+00 1.41e-03 2.82e-05  -7.0 6.03e-02    -  8.69e-01 1.00e+00h  1
  87  6.4423057e+00 1.68e-03 1.28e-04  -7.0 2.42e-01    -  5.95e-01 1.88e-01h  2
  88  6.4423070e+00 7.79e-04 3.75e-05  -7.0 1.17e-02    -  1.00e+00 5.00e-01h  2
  89  6.4423076e+00 3.41e-04 2.19e-05  -7.0 1.38e-02    -  1.00e+00 5.00e-01h  2
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  90  6.4423079e+00 1.33e-04 1.19e-05  -7.0 1.73e-02    -  1.00e+00 5.00e-01h  2
  91  6.4423080e+00 2.98e-05 1.25e-05  -7.0 1.91e-02    -  1.00e+00 5.00e-01h  2
  92  6.4423081e+00 0.00e+00 1.41e-05  -7.0 2.12e-02    -  1.00e+00 5.00e-01h  2
  93  6.4423084e+00 0.00e+00 1.12e-05  -7.0 2.34e-02    -  1.00e+00 1.00e+00H  1
  94  6.4423076e+00 1.74e-03 3.42e-05  -7.0 7.12e-02    -  8.88e-01 1.00e+00h  1
  95  6.4423041e+00 3.28e-03 8.99e-05  -7.0 2.81e-01    -  5.05e-01 2.69e-01h  1
  96  6.4423057e+00 2.23e-03 5.51e-05  -7.0 8.86e-02    -  9.79e-01 5.00e-01h  2
  97  6.4423056e+00 1.96e-03 1.17e-04  -7.0 1.19e-01    -  1.00e+00 2.63e-01h  2
  98  6.4423069e+00 9.01e-04 1.71e-05  -7.0 2.46e-02    -  1.00e+00 5.00e-01h  2
  99  6.4423075e+00 3.64e-04 2.43e-05  -7.0 2.04e-02    -  1.00e+00 5.00e-01h  2
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
 100  6.4423078e+00 1.52e-04 1.63e-05  -7.0 2.55e-02    -  1.00e+00 5.00e-01h  2
 101  6.4423081e+00 9.69e-05 1.28e-05  -7.0 2.66e-02    -  1.00e+00 1.00e+00h  1
 102  6.4423074e+00 2.35e-03 3.91e-05  -7.0 8.12e-02    -  7.48e-01 1.00e+00h  1
 103  6.4423033e+00 3.85e-03 9.44e-05  -7.0 3.24e-01    -  4.23e-01 2.36e-01h  1
 104  6.4423056e+00 2.18e-03 5.75e-05  -7.0 6.91e-02    -  1.00e+00 5.00e-01h  2
 105  6.4423071e+00 1.96e-03 3.52e-05  -7.0 7.49e-02    -  1.00e+00 1.00e+00h  1
 106  6.4423032e+00 4.77e-03 3.25e-04  -7.0 1.44e-01    -  1.83e-01 6.94e-01h  1
 107  6.4422980e+00 8.20e-03 3.11e-04  -7.0 2.29e+00    -  4.61e-02 4.24e-02h  1
 108  6.4422927e+00 1.99e-02 3.30e-04  -7.0 1.05e+01    -  2.53e-05 1.30e-02f  1
 109  6.4422906e+00 1.95e-02 3.39e-04  -7.0 9.47e-01    -  4.23e-02 2.76e-02f  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
 110  6.4423006e+00 1.25e-02 3.36e-04  -7.0 2.93e-01    -  5.82e-02 3.81e-01H  1
 111  6.4422802e+00 2.52e-02 1.71e-04  -7.0 6.31e-01    -  7.40e-02 3.85e-01h  1
 112  6.4422723e+00 3.13e-02 1.63e-04  -7.0 6.25e-01    -  5.69e-02 2.19e-01h  1
 113  6.4422965e+00 1.13e-02 3.38e-05  -7.0 1.11e-01    -  7.42e-01 8.49e-01h  1
 114  6.4423011e+00 6.47e-03 3.15e-05  -7.0 7.44e-02    -  7.11e-01 5.00e-01h  2
 115  6.4423036e+00 3.87e-03 2.01e-05  -7.0 8.11e-02    -  7.79e-01 4.27e-01h  2
 116  6.4423055e+00 2.17e-03 4.61e-05  -7.0 5.46e-02    -  9.23e-01 5.00e-01h  2
 117  6.4423065e+00 1.34e-03 3.56e-05  -7.0 6.57e-02    -  1.00e+00 5.00e-01h  2
 118  6.4423108e+00 0.00e+00 4.24e-05  -7.0 8.53e-02    -  8.78e-01 1.00e+00H  1
 119  6.4423093e+00 3.99e-05 1.82e-04  -7.0 3.21e-01    -  4.65e-01 6.64e-02h  3
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
 120  6.4423075e+00 4.33e-04 2.45e-04  -7.0 2.14e-01    -  1.00e+00 1.90e-01h  2
 121  6.4423081e+00 1.28e-05 7.64e-06  -7.0 1.45e-02    -  1.00e+00 1.00e+00h  1
 122  6.4423091e+00 0.00e+00 2.25e-05  -7.0 4.62e-02    -  1.00e+00 1.00e+00H  1
 123  6.4423075e+00 2.95e-04 1.53e-04  -7.0 1.65e-01    -  9.55e-01 2.43e-01h  2
 124  6.4423079e+00 1.04e-04 1.20e-05  -7.0 1.87e-02    -  1.00e+00 5.00e-01h  2
 125  6.4423080e+00 1.89e-05 1.37e-05  -7.0 1.82e-02    -  1.00e+00 5.00e-01h  2
 126  6.4423081e+00 0.00e+00 1.37e-05  -7.0 2.16e-02    -  1.00e+00 5.00e-01h  2
 127  6.4423084e+00 0.00e+00 1.11e-05  -7.0 2.29e-02    -  1.00e+00 1.00e+00H  1
 128  6.4423100e+00 0.00e+00 3.40e-05  -7.0 7.06e-02    -  9.15e-01 1.00e+00H  1
 129  6.4423098e+00 0.00e+00 1.95e-04  -7.0 2.76e-01    -  5.38e-01 9.04e-03h  6
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
 130  6.4423097e+00 0.00e+00 3.61e-04  -7.0 2.62e-01    -  1.00e+00 4.83e-03h  7
 131  6.4423068e+00 8.47e-04 2.45e-04  -7.0 2.09e-01    -  6.02e-01 2.68e-01h  2
 132  6.4423075e+00 3.90e-04 1.90e-05  -7.0 2.28e-02    -  1.00e+00 5.00e-01h  2
 133  6.4423078e+00 1.70e-04 1.43e-05  -7.0 2.08e-02    -  1.00e+00 5.00e-01h  2
 134  6.4423082e+00 6.66e-05 1.28e-05  -7.0 2.64e-02    -  1.00e+00 1.00e+00h  1
 135  6.4423105e+00 3.05e-05 4.11e-05  -7.0 8.72e-02    -  1.00e+00 9.96e-01H  1
 136  6.4423011e+00 9.12e-03 2.39e-04  -7.0 1.46e-01    -  5.28e-02 1.00e+00f  1
 137  6.4422970e+00 8.69e-03 2.42e-04  -7.0 3.74e-01    -  2.79e-01 1.46e-01h  1
 138  6.4423047e+00 3.14e-03 2.05e-04  -7.0 8.75e-02    -  2.29e-01 1.00e+00h  1
 139  6.4423035e+00 8.96e-03 2.36e-04  -7.0 1.59e-01    -  2.98e-01 1.00e+00H  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
 140  6.4422945e+00 1.06e-02 1.87e-04  -7.0 5.45e-01    -  1.77e-01 1.87e-01h  1
 141  6.4423080e+00 1.03e-04 6.88e-05  -7.0 2.89e-02    -  7.46e-01 1.00e+00h  1
 142  6.4423095e+00 2.43e-06 3.48e-05  -7.0 6.64e-02    -  8.65e-01 1.00e+00H  1
 143  6.4423053e+00 2.86e-03 6.43e-05  -7.0 1.46e-01    -  1.00e+00 6.52e-01h  1
 144  6.4423051e+00 2.68e-03 6.96e-05  -7.0 8.32e-02    -  3.14e-01 2.30e-01h  1
 145  6.4423050e+00 2.94e-03 1.60e-05  -7.0 2.76e-01    -  2.16e-01 1.67e-01h  2
 146  6.4423064e+00 1.35e-03 5.07e-05  -7.0 4.63e-02    -  1.00e+00 5.00e-01h  2
 147  6.4423082e+00 0.00e+00 3.92e-06  -7.0 1.24e-02    -  1.00e+00 1.00e+00h  1
 148  6.4423085e+00 0.00e+00 1.64e-05  -7.0 3.35e-02    -  1.00e+00 1.00e+00H  1
 149  6.4423118e+00 0.00e+00 6.54e-05  -7.0 1.03e-01    -  5.41e-01 1.00e+00H  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
 150  6.4423116e+00 0.00e+00 2.29e-04  -7.0 3.87e-01    -  3.56e-01 7.06e-03h  6
 151  6.4423115e+00 0.00e+00 4.88e-04  -7.0 3.66e-01    -  8.63e-01 4.06e-03h  7
 152  6.4423014e+00 6.75e-03 2.59e-04  -7.0 3.04e-01    -  3.63e-01 4.76e-01h  1
 153  6.4423011e+00 5.06e-03 4.32e-04  -7.0 1.22e-01    -  8.43e-02 4.34e-01h  1
 154  6.4423046e+00 2.50e-03 1.79e-04  -7.0 2.83e-02  -4.0 1.00e+00 5.00e-01h  2
 155  6.4423081e+00 2.97e-05 1.09e-05  -7.0 1.65e-02    -  1.00e+00 1.00e+00h  1

at this step is still running...


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