[Ipopt] problem about the starting point of IPOPT
Stefan Vigerske
stefan at math.hu-berlin.de
Thu Dec 19 05:32:22 EST 2013
Hi,
On 12/19/2013 08:39 AM, header intact wrote:
> Hi, everybody:
> Now I am learning the IPOPT software, Now I have too questions. The first is:
> 1) for the HS0701 example which is included in the IPOPT software, the result is (1.000000,4.7429963,3.82114998,1.37940829),however,
> if I set the starting point with values(1.000000,4.7429963,3.82114998,1.37940829), It still has 5 iterations. Is this normal?
> The iteration information is as follows:
> iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
> 0 1.7159545e+001 2.01e-002 5.20e-001 0.0 0.00e+000 - 0.00e+000 0.00e+000 0
> 1 1.7097682e+001 5.44e-004 4.08e-003 -1.8 1.22e-001 - 9.91e-001 1.00e+000h 1
> 2 1.7016042e+001 1.41e-003 1.09e-003 -3.1 1.26e-001 - 9.97e-001 1.00e+000f 1
> 3 1.7013987e+001 1.03e-004 1.71e-005 -5.1 2.92e-003 - 1.00e+000 1.00e+000h 1
> 4 1.7014017e+001 2.38e-008 1.35e-008 -11.0 3.70e-005 - 1.00e+000 1.00e+000h 1
> Number of Iterations....: 4
This is
1.) because Ipopt moves the starting point away from the bounds. You can
modify this with the bound_frac and bound_push options:
http://www.coin-or.org/Ipopt/documentation/node44.html
2.) you do not provide an optimal dual solution but only a primal point,
so Ipopt needs to calculate these too.
> 2) The second question is that I want to know the difference of scaled an unscaled as below. sometimes the two methos have different objectives.
>
> (scaled) (unscaled)
> Objective...............: 1.7014017140224134e+001 1.7014017140224134e+001
> Dual infeasibility......: 2.2928101314633036e-014 2.2928101314633036e-014
> Constraint violation....: 2.1316282072803006e-014 2.1316282072803006e-014
> Complementarity.........: 1.0023967333275279e-011 1.0023967333275279e-011
> Overall NLP error.......: 1.0023967333275279e-011 1.0023967333275279e-011
Ipopt by default solves a scaled version of the problem.
It shows you some key values w.r.t. the scaled and the unscaled version
of the problem.
Stefan
>
> Thanks for the help!
> yours:
> Kaiyan Pan.
>
>
>
>
>
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