[Ipopt] How to deal with out of constraints evaluation requests ?

aurelien lambert aurelien-lambert2 at wanadoo.fr
Wed Apr 17 08:48:24 EDT 2013



Im using Ipopt with its python interface in my internship, and it seems to do well, thank you for this nice job :-) I compiled the last sources of every needed libraries (including MUMPS, on Ubuntu), so I should be up to date. But my problem is I cant evaluate f, grad_f and jac_g (no h because in quasi-Newton mode) when Im out of my constraints, because I need to compute inverse of some matrices constrained to be positive definite, but which can have non inverse when not. So how can I do that ?


* If g returns false (which make python return false in the C++ interface according to the source code), I have the message "Warning: Cutting back alpha due to evaluation error". It's just a warning and works fine, but if I lower the output level in order to not write these warnings, I have no useful output left.


* If I compute g (which gives out of constraint g, I checked it), ipopt also try to evaluate f and grad_f, and grad_f returning false gives "EXIT: Invalid number in NLP function or derivative detected.", which stops the algorithm.


Is there a way to disable these warnings ? Is not ipopt suppose to handle silently false return value, or detect out of constraints g ?


Thank you



PS : I dont give my source code because it's quite long, and my problem doesnt seem to be related to it. But if you need it I can ...
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