[Ipopt] Dual infeasible ?
Rishi Amrit
rishiamrit at gmail.com
Mon Sep 17 07:35:59 EDT 2012
Hi,
I am trying to run a problem, for which I start ipopt with a feasible
initial guess. I set the following options to ensure that it does not lose
feasibility:
bound_push 1e-16
bound_frac 1e-16
The beginning of IPOPT's output looks like:
Number of nonzeros in equality constraint Jacobian...: 0
Number of nonzeros in inequality constraint Jacobian.: 39201
Number of nonzeros in Lagrangian Hessian.............: 0
Total number of variables............................: 4748
variables with only lower bounds: 70
variables with lower and upper bounds: 2728
variables with only upper bounds: 0
Total number of equality constraints.................: 0
Total number of inequality constraints...............: 4678
inequality constraints with only lower bounds: 0
inequality constraints with lower and upper bounds: 4678
inequality constraints with only upper bounds: 0
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du
alpha_pr ls
0 5.6444217e+02 0.00e+00 1.35e+00 0.0 0.00e+00 - 0.00e+00
0.00e+00 0
1 5.6415974e+02 0.00e+00 3.65e+03 -3.5 5.55e-01 - 1.23e-01
9.04e-03f 1
2 4.4849516e+02 2.32e-02 5.60e+03 -3.6 1.35e+01 - 8.45e-02
2.09e-01f 1
3 4.0317649e+02 3.07e-02 5.32e+03 -3.6 2.29e+01 - 7.06e-02
5.55e-02f 1
4 8.8181412e+01 1.09e-01 2.34e+03 -3.6 2.32e+01 - 5.91e-01
5.62e-01f 1
We see that in iter 0, I have feasibility. But it soon looses that, both my
primal and dual infeasibility go up, eventually ipopt enters restoration
mode and fails.
Could you possibly point me to a reason why am I loosing infeasibility ?
and how do I stop it from doing that?
Thanks,
Kind regards,
Rishi
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