[Ipopt] don't satisfy stop conditions (urgent)
Juan Carlos Lopez Alfonso
jc.atlantis at gmail.com
Mon May 14 03:18:40 EDT 2012
Dear Professor Andreas Waechter:
Thank you for your last email, where I have made a mistake, but in any
case I have read the description of the acceptable_* tolerances in
details. My problem is the follows and I have tried to solve it without lucky:
I am using pardiso and a big problem with more than 300 000 variables,
so I need to control the computing time, but I cant do it. For Example
I am sure that the implementation of the hessian and gradients are
correct and I have changed the following options:
List of user-set options:
Name Value used
acceptable_iter = 10 yes
acceptable_tol = 1e-05 yes
max_iter = 1000 yes
print_user_options = yes yes
tol = 1e-06 yes
How you can see on the iterations of the algorithm, the change of the
objetive function is very small, and the algorithm don't stop. Please,
could you give me some ideas and suggestions?
Thank you in advance and all the best
Juan Carlos
List of user-set options:
Name Value used
acceptable_iter = 10 yes
acceptable_tol = 1e-05 yes
max_iter = 1000 yes
print_user_options = yes yes
tol = 1e-06 yes
******************************************************************************
This program contains Ipopt, a library for large-scale nonlinear optimization.
Ipopt is released as open source code under the Eclipse Public License (EPL).
For more information visit http://projects.coin-or.org/Ipopt
******************************************************************************
This is Ipopt version 3.10.1, running with linear solver pardiso.
Number of nonzeros in equality constraint Jacobian...: 0
Number of nonzeros in inequality constraint Jacobian.: 8735712
Number of nonzeros in Lagrangian Hessian.............: 21839280
Total number of variables............................: 375601
variables with only lower bounds: 0
variables with lower and upper bounds: 375601
variables with only upper bounds: 0
Total number of equality constraints.................: 0
Total number of inequality constraints...............: 2183928
inequality constraints with only lower bounds: 0
inequality constraints with lower and upper bounds: 0
inequality constraints with only upper bounds: 2183928
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 6.09e-02 - 1.00e+00 1.00e+00h 1
82 6.4423040e+00 2.84e-03 8.00e-05 -7.0 2.16e-01 - 6.21e-01 3.59e-01h 1
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