[Ipopt] Fall to capture a local minimum
Run Zhu
zhu.run at husky.neu.edu
Mon Aug 5 18:33:43 EDT 2013
Dear All,
I recently encounter a problem that Ipopt falls to capture the local
minimum. This minimum sets between initial point and upper bound. However,
It finally goes to some point which is very closed to boundary and
converses.
I think the problem may be that my initial point is too close to the upper
bound so I changed the bound_relax_factor and bound_push, but this didn't
work. I also lower the tolerance.
The printing information is attached. As you can see the turning point is
step 25. I don't figure out why Ipopt discard that region. So could you
help me to accept that region anyway?
Thanks
Run Zhu
Append: Ipopt information
List of user-set options:
Name Value used
acceptable_tol = 1e-05 yes
bound_frac = 0.5 yes
bound_mult_init_method = mu-based yes
bound_push = 1 yes
bound_relax_factor = 0 yes
hessian_approximation = limited-memory yes
limited_memory_max_history = 6 yes
linear_solver = mumps yes
max_iter = 300 yes
mu_strategy = adaptive yes
nlp_scaling_method = gradient-based yes
output_file = ipopt.out yes
print_level = 5 yes
print_user_options = yes yes
tol = 1e-06 yes
This is Ipopt version 3.10.0, running with linear solver mumps.
Number of nonzeros in equality constraint Jacobian...: 0
Number of nonzeros in inequality constraint Jacobian.: 4
Number of nonzeros in Lagrangian Hessian.............: 0
Total number of variables............................: 2
variables with only lower bounds: 0
variables with lower and upper bounds: 2
variables with only upper bounds: 0
Total number of equality constraints.................: 0
Total number of inequality constraints...............: 3
inequality constraints with only lower bounds: 0
inequality constraints with lower and upper bounds: 0
inequality constraints with only upper bounds: 3
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du
alpha_pr ls
0 2.3166153e+03 1.00e-03 3.55e+03 0.0 0.00e+00 - 0.00e+00
0.00e+00 0
1 1.1740579e+03 0.00e+00 1.63e+04 1.0 1.58e+03 - 3.24e-04
3.14e-04f 1
2 3.1866674e+03 0.00e+00 1.16e+03 -0.8 1.41e+00 - 1.00e+00
1.00e+00h 1
3 2.7100892e+03 0.00e+00 1.36e+03 -1.9 5.08e-02 - 1.00e+00
1.00e+00f 1
4 2.0985324e+03 0.00e+00 1.43e+03 -2.7 5.94e-02 - 1.00e+00
1.00e+00f 1
5 1.4441128e+03 0.00e+00 1.41e+03 -3.7 6.25e-02 - 1.00e+00
1.00e+00f 1
6 1.2763194e+03 0.00e+00 7.29e+03 -1.0 4.53e+03 - 5.86e-05
5.17e-05f 1
7 1.0569489e+03 0.00e+00 1.36e+03 -2.4 1.96e-01 - 2.88e-01
1.00e+00f 1
8 7.5676529e+02 0.00e+00 1.29e+03 -3.8 3.09e-02 - 1.00e+00
1.00e+00f 1
9 1.0174891e+02 0.00e+00 7.31e+02 -3.8 5.30e-01 - 1.00e+00
1.57e-01f 2
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du
alpha_pr ls
10 1.2374947e+01 0.00e+00 3.82e+02 -4.5 1.10e-01 - 1.00e+00
3.83e-01f 2
11 3.2141626e+00 0.00e+00 1.78e+02 -2.3 1.44e-02 - 1.00e+00
1.00e+00f 1
12 -1.2859486e-01 0.00e+00 3.16e+01 -3.9 4.57e-03 - 1.00e+00
1.00e+00f 1
13 -1.7042850e-01 0.00e+00 3.26e+00 -5.6 9.89e-04 - 1.00e+00
1.00e+00f 1
14 -1.7748819e-01 0.00e+00 5.40e-02 -6.7 9.24e-05 - 1.00e+00
1.00e+00f 1
15 -1.7748819e-01 0.00e+00 5.40e-02 -8.6 1.50e-06 - 1.00e+00
4.77e-07h 22
16 -1.7748819e-01 0.00e+00 5.40e-02 -8.7 1.51e-06 - 1.00e+00
1.46e-11f 37
17 -1.7748818e-01 0.00e+00 5.40e-02 -8.7 1.51e-06 - 1.00e+00
1.22e-04h 14
18 -1.7748818e-01 0.00e+00 5.40e-02 -8.7 1.51e-06 - 1.00e+00
4.66e-10f 32
19 -1.7748818e-01 0.00e+00 5.40e-02 -8.7 1.51e-06 - 1.00e+00
9.09e-13f 41
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du
alpha_pr ls
20 -1.7748818e-01 0.00e+00 5.40e-02 -8.7 1.51e-06 - 1.00e+00
5.68e-14f 45
21 -1.7748818e-01 0.00e+00 5.40e-02 -8.7 2.16e-01 - 1.00e+00
4.15e-19f 60
22 -1.7748818e-01 0.00e+00 5.40e-02 -8.7 2.16e-01 - 1.00e+00
4.15e-19f 60
23 -1.7748818e-01 0.00e+00 5.40e-02 -8.7 2.16e-01 - 1.00e+00
4.15e-19f 60
24 -1.7748818e-01 0.00e+00 5.39e-02 -8.7 2.16e-01 - 1.00e+00
4.15e-19f 60
25 -1.7748818e-01 0.00e+00 5.39e-02 -8.7 2.15e-01 - 1.00e+00
4.16e-19f 60
26 1.8169684e+03 0.00e+00 4.04e+03 -8.7 2.14e-01 - 1.00e+00
2.41e-01w 1
27 1.8189885e+03 0.00e+00 4.07e+03 -8.7 1.13e+02 - 4.40e-03
6.53e-08w 1
28 1.8190742e+03 0.00e+00 3.37e+00 -8.7 7.45e-05 - 1.00e+00
4.20e-03w 1
29 1.8169684e+03 0.00e+00 4.04e+03 -8.7 2.54e-13 - 2.41e-01
2.41e-01S 19
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du
alpha_pr ls
30 1.8169684e+03 0.00e+00 4.03e+03 -8.7 2.61e+02 - 1.90e-03
1.54e-24f 55
31 1.8169684e+03 0.00e+00 1.58e-03 -8.7 4.20e-03 - 1.00e+00
1.02e-19f 55
32 1.8169684e+03 0.00e+00 2.89e-06 -8.7 7.69e-06 - 1.00e+00
5.55e-17f 55
33 1.8169684e+03 0.00e+00 2.89e-06 -8.7 7.69e-06 - 1.00e+00
5.55e-17f 55
34 1.8169684e+03 0.00e+00 2.89e-06 -8.7 7.69e-06 - 1.00e+00
5.55e-17f 55
35 1.8169684e+03 0.00e+00 2.89e-06 -8.7 7.69e-06 - 1.00e+00
9.09e-13f 41
36 1.8169684e+03 0.00e+00 2.89e-06 -8.7 7.69e-06 - 1.00e+00
9.09e-13f 41
37 1.8169684e+03 0.00e+00 2.89e-06 -8.7 7.69e-06 - 1.00e+00
1.82e-12f 40
38 1.8169684e+03 0.00e+00 2.89e-06 -8.7 7.69e-06 - 1.00e+00
1.82e-12f 40
39 1.8169684e+03 0.00e+00 2.89e-06 -8.7 7.69e-06 - 1.00e+00
1.82e-12f 40
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du
alpha_pr ls
40 1.8190742e+03 0.00e+00 8.29e+01 -8.7 7.69e-06 - 1.00e+00
1.00e+00w 1
41 1.8190742e+03 0.00e+00 7.47e-08 -8.7 6.95e-15 - 1.00e+00
1.00e+00w 1
Number of Iterations....: 41
(scaled) (unscaled)
Objective...............: 4.9587869626943427e+02 1.8190742321884604e+03
Dual infeasibility......: 7.4720446718856692e-08 2.7410340526109263e-07
Constraint violation....: 0.0000000000000000e+00 0.0000000000000000e+00
Complementarity.........: 1.9903667070900560e-09 7.3014324202910738e-09
Overall NLP error.......: 2.2823151262733405e-09 2.7410340526109263e-07
Number of objective function evaluations = 1032
Number of objective gradient evaluations = 42
Number of equality constraint evaluations = 0
Number of inequality constraint evaluations = 1032
Number of equality constraint Jacobian evaluations = 0
Number of inequality constraint Jacobian evaluations = 42
Number of Lagrangian Hessian evaluations = 0
Total CPU secs in IPOPT (w/o function evaluations) = 0.040
Total CPU secs in NLP function evaluations = 0.000
EXIT: Optimal Solution Found.
--
Run Zhu, PhD student
Department of Mechanical and Industrial Engineering
Northeastern University
Boston, MA 02115
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