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

Ian Washington washinid at mcmaster.ca
Tue Mar 5 13:08:55 EST 2013


looks like my best option is to reformulate, as most likely I'm 
introducing redundant equations. I'm curious about the 
"dependency_detector" options, as I don't see them on the options list 
http://www.coin-or.org/Ipopt/documentation/node59.html is there a 
particular reference page in the manual or are these options 
undocumented. My guess is that the dependency checker is associated with 
the particular linear solver used ?


On 03/05/2013 08:22 AM, Stefan Vigerske wrote:
> Hi,
> 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.
> Stefan
> 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.
>> _______________________________________________
>> Ipopt mailing list
>> Ipopt at list.coin-or.org
>> http://list.coin-or.org/mailman/listinfo/ipopt

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