[Ipopt] Posting Ipopt Problems for help
Stefan Vigerske
stefan at math.hu-berlin.de
Wed Nov 7 08:27:51 EST 2012
Hi,
Easiest should be if you print your values in your implementation of the
function and gradient evaluation routines. If its not in the function
values, then maybe in a gradient (e.g., sqrt(x) has an infinite
derivative at 0).
Check your starting point.
Increase the print level of Ipopt to get more output.
Stefan
On 11/07/2012 01:46 PM, 马平川 wrote:
> I'm very grateful for your last reply. I had gone over my own function
> evaluations. There's no logarithm function or a divide by zero.
> My test suite have 311 decision variable and 253 equality constraints, let
> alone 311 variable bound constraints. What scale does ipopt could deal
> with. But I thought my test suite wasn't big enough.
> Is there any other reason that could lead to the same error message "EXIT:
> Invalid number in NLP function or derivative detected. "
> Expecting your reply.
> Thank you.
> ------------------------------------------------------------
> Regards
> Neo Ma 马平川 | Graduate
>
> T:+86-10-6278 2545 | E:chambertinofn at gmail.com
> ------------------------------------------------------------
> Dept. of Electrical Engineering, Tsinghua Univ.
> BLDG. 28# RM.312 Tsinghua Univ. Beijing 100084 P.R.CHINA
> ------------------------------------------------------------
> Remember what should be remembered, and forget what should be forgotten.
> Alter what is changeable, and accept what is immutable.
>
>
>
> On Tue, Nov 6, 2012 at 9:29 PM, Miao Li <miao.li at epfl.ch> wrote:
>
>> " EXIT: Invalid number in NLP function or derivative detected. ":The
>> error message means that Ipopt detected an error in function evaluations,
>> typically a divide by zero or a logarithm of a negative number. You'd
>> better check you model about this issue.
>> For the second, you can change the number of maximum iteration if I
>> understand your problem correctly.
>>
>> Best,
>> Miao
>>
>>
>> 2012/11/6 马平川 <chambertinofn at gmail.com>
>>
>>> First, this is the only way to post my problems that I can find on the
>>> Ipopt home page. Maybe this message would be send to all the members on the
>>> mailing list. I'm sorry for bothering you with this mail. But if you could
>>> solve my problems, I would appriciate you for your reply.
>>>
>>> I'm coding in Matlab for my master degree issue. But there was some
>>> unknown bugs in my program. I worried about that mistakes in my Primal-dual
>>> Inner Point Method codes had led these bugs. So I compiled the Ipopt matlab
>>> interface on Windows (ipopt.mexw32) on my PC. And then all the test which
>>> was from the Ipopt code (\build\Ipopt\contrib\MatlabInterface\examples)
>>> using my own compiled Ipopt matlab interface(ipopt.mexw32) has passed.
>>>
>>> But the first running result after inputting 'clear all' in the matlab
>>> prompt is below.
>>>
>>> ******************************************************************************
>>> 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 3.10.0, running with linear solver ma27.
>>>
>>> Number of nonzeros in equality constraint Jacobian...: 1336
>>> Number of nonzeros in inequality constraint Jacobian.: 0
>>> Number of nonzeros in Lagrangian Hessian.............: 3236
>>>
>>>
>>> Number of Iterations....: 0
>>>
>>> Number of objective function evaluations = 0
>>> Number of objective gradient evaluations = 1
>>> Number of equality constraint evaluations = 0
>>> Number of inequality constraint evaluations = 0
>>> Number of equality constraint Jacobian evaluations = 1
>>> Number of inequality constraint Jacobian evaluations = 0
>>> Number of Lagrangian Hessian evaluations = 0
>>> Total CPU secs in IPOPT (w/o function evaluations) = 0.082
>>> Total CPU secs in NLP function evaluations = 0.006
>>>
>>> EXIT: Invalid number in NLP function or derivative detected.
>>>
>>> And if I rerun this program without doing anything at once. Usually I can
>>> get this result.
>>> This is Ipopt version 3.10.0, running with linear solver ma27.
>>>
>>> Number of nonzeros in equality constraint Jacobian...: 1336
>>> Number of nonzeros in inequality constraint Jacobian.: 0
>>> Number of nonzeros in Lagrangian Hessian.............: 3236
>>>
>>> Total number of variables............................: 310
>>> variables with only lower bounds: 39
>>> variables with lower and upper bounds: 38
>>> variables with only upper bounds: 0
>>> Total number of equality constraints.................: 253
>>> Total number of inequality constraints...............: 0
>>> inequality constraints with only lower bounds: 0
>>> inequality constraints with lower and upper bounds: 0
>>> inequality constraints with only upper bounds: 0
>>>
>>> iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du
>>> alpha_pr ls
>>> 0 0.0000000e+000 8.31e+000 4.49e+299 0.0 0.00e+000 - 0.00e+000
>>> 0.00e+000 0
>>> 1 8.4037298e+005 8.30e+000 1.59e+000 -1.5 1.84e+301 - 6.87e-300
>>> 6.50e-301h 5
>>> 2 2.0336766e+008 6.34e+002 1.64e+002 0.3 9.20e+001 - 8.39e-001
>>> 1.00e+000f 1
>>> ...
>>> ...
>>> ...
>>> Number of Iterations....: 100
>>>
>>> (scaled) (unscaled)
>>> Objective...............: 8.5002463604944314e+003
>>> 8.5002463604944312e+011
>>> Dual infeasibility......: 1.8701445737198796e+003
>>> 1.8701445737198798e+011
>>> Constraint violation....: 3.9817380411393437e+001
>>> 7.1727917826186584e+001
>>> Complementarity.........: 1.8222872952405129e+002
>>> 1.8222872952405128e+010
>>> Overall NLP error.......: 1.8701445737198796e+003
>>> 1.8701445737198798e+011
>>>
>>>
>>> Number of objective function evaluations = 1016
>>> Number of objective gradient evaluations = 101
>>> Number of equality constraint evaluations = 1216
>>> Number of inequality constraint evaluations = 0
>>> Number of equality constraint Jacobian evaluations = 101
>>> Number of inequality constraint Jacobian evaluations = 0
>>> Number of Lagrangian Hessian evaluations = 100
>>> Total CPU secs in IPOPT (w/o function evaluations) = 0.391
>>> Total CPU secs in NLP function evaluations = 6.904
>>>
>>> EXIT: Maximum Number of Iterations Exceeded.
>>>
>>> Please neglect the unconverged problem because my own faults may cause
>>> this problems. My problem is that the running result of exceeding the
>>> maximum number iterations or of jumping out without any iteration happened
>>> without any regular patterns. I wonder what had led this problem and how to
>>> avoid this.
>>> My PC configuration:
>>> OS: windows vista home premium X86
>>> Matlab 7.10.0(R2010a)
>>> Ipopt 3.10.0
>>>
>>> Thank you for your reading. Hoping your reply.
>>> ------------------------------------------------------------
>>> Regards
>>> Neo Ma 马平川 | Graduate
>>>
>>> T:+86-10-6278 2545 | E:chambertinofn at gmail.com
>>> ------------------------------------------------------------
>>> Dept. of Electrical Engineering, Tsinghua Univ.
>>> BLDG. 28# RM.312 Tsinghua Univ. Beijing 100084 P.R.CHINA
>>> ------------------------------------------------------------
>>> Remember what should be remembered, and forget what should be forgotten.
>>> Alter what is changeable, and accept what is immutable.
>>>
>>>
>>> _______________________________________________
>>> Ipopt mailing list
>>> Ipopt at list.coin-or.org
>>> http://list.coin-or.org/mailman/listinfo/ipopt
>>>
>>>
>>
>>
>> --
>> *
>> Miao Li*
>> * Learning Algorithms and Systems Laboratory** (LASA)*
>> *École polytechnique fédérale de Lausanne (EPFL)
>>
>> *
>>
>
>
>
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