[Ipopt] how to get around an over-determined equality constrained NLP formulation

Stefan Vigerske stefan at math.hu-berlin.de
Tue Mar 5 08:22:09 EST 2013


the fixed_variable_treatment only decides how to treat variables that 
are fixed via its bounds. If you have equations that fix variables, it 
would be better if you could reformulate them as fixing of variables.

As far as I know, there is no well tested algorithm in Ipopt to deal 
with overdetermined systems of equations. You could try the 
dependency_detector options. They try to detect a set of equations that 
are dependent and remove them from the problem before passing it to 
Ipopt. Maybe you are lucky and it works for you.

I cannot comment on the Matlab interface.


On 03/01/2013 09:45 PM, Ian Washington wrote:
> Hello IPOPT community,
> I am trying to pose an NLP where the number of equality constraints is
> greater than the number of decision variables (i.e., an over-determined
> system) and the solver immediately exits with a
> Not_Enough_degrees_Of_Freedom error.  Basically there are some equality
> constraints that fix some of the variables.
> Clearly my problem is formulation related and I could reformulate the
> equality constraints to two inequality constraints using a small
> tolerance, but I rather not if possible.
> Note, I'm using the matlab interface to ipopt and directly specifying
> all constraints/sparsity pattern, but I'm using the limited-memory
> Hessian approximation.
> My first question: does the matlab interface expose all possible ipopt
> solver options to the user ? (I assume so, since I didn't receive any
> errors)
> Second, I tried to change the fixed_variable_treatment to relax_bounds
> but it didn't seem to help. I thought this would at least prevent the
> Not_Enough_degrees_Of_Freedom error flag from occurring.
> Note, I've tried this problematic formulation using knitro and the
> solver proceeds with only a warning stating that there are more equality
> constraints than variables. Also, snopt handles the problem with no issues.
> Does anyone have any ideas to get around this problem.
> Thanks,
> Ian.
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