[Ipopt] Is my result correct ?

[Stefan Vigerske]

Hi,

z_U are the dual multipliers for the variable upper bounds, not variable 
values itself. You probably can ignore them.

The solution seems to be given after the EXIT line:

Solution of the primal variables, x
x[0] = 215.824
x[1] = 1114.39


Stefan

On 09/23/2013 02:49 PM, iphxer wrote:
> dear all:
> please help me ...
>
> I am new for ipopt, and  i am not understand the  Mathematical Theory  of nlp.
>   now,I have  to use ipopt to solve a  practical problem .
> but  i find the var z_U is  too large for my  result, and i doubt whether  it is correct .
>
> z_U[3474] = 1.2888e-14
> z_U[3475] = 8.25948e-15
> z_U[3476] = 7.55577e-17
> z_U[3477] = 1.63332e-14
> z_U[3478] = 5.95928e-15
> z_U[3479] = 5.00774e-14
> z_U[3480] = 6.23147e-14
> z_U[3481] = 3.7331e-16
> z_U[3482] = 1.32901e-13
> z_U[3483] = 1.17351e-14
> z_U[3484] = 3.29264e-15
> z_U[3485] = 8.17356e-15
> z_U[3486] = 1.03979e-15
> z_U[3487] = 1.3004
> z_U[3488] = 1.3004
> z_U[3489] = 1.3004
> z_U[3490] = 1.3004
> z_U[3491] = 1.3004
> z_U[3492] = 1.3004
> z_U[3493] = 1.3004
> z_U[3494] = 1.3004
> z_U[3495] = 1.09812e-14
>
> iterator info.
>
> Number of nonzeros in Lagrangian Hessian.............:     4026
>
> Total number of variables............................:     4026
>                       variables with only lower bounds:        0
>                  variables with lower and upper bounds:     4026
>                       variables with only upper bounds:        0
> Total number of equality constraints.................:       22
> Total number of inequality constraints...............:      232
>          inequality constraints with only lower bounds:        0
>     inequality constraints with lower and upper bounds:      232
>          inequality constraints with only upper bounds:        0
>
> iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
>     0  2.1888251e+07 4.98e+06 4.33e+00   0.0 0.00e+00    -  0.00e+00 0.00e+00   0
>     1  2.1083709e+07 4.82e+06 2.41e+01   4.6 3.60e+07    -  1.27e-03 3.22e-02f  1
>     2  2.0500231e+07 4.63e+06 2.32e+01   4.1 3.40e+07    -  2.61e-02 3.82e-02f  1
>     3  1.8415377e+07 4.16e+06 2.08e+01   4.1 3.16e+07    -  2.08e-02 1.02e-01f  1
>     4  1.7745569e+07 3.99e+06 1.93e+02   4.9 2.58e+07    -  1.00e+00 4.04e-02f  1
>     5  1.5606627e+07 3.15e+06 2.32e+02  -1.1 2.38e+07    -  7.12e-02 2.10e-01f  1
>     6  1.3618871e+07 2.18e+06 2.12e+02   4.3 1.40e+07    -  8.97e-02 3.08e-01f  1
>     7  1.4486968e+07 2.02e+06 5.98e+02   6.2 7.42e+06    -  2.23e-01 7.64e-02f  1
>     8  1.4537437e+07 1.02e+06 4.89e+02   5.0 3.56e+06    -  2.24e-01 4.96e-01f  1
>     9  1.5084801e+07 5.69e+05 2.78e+02   4.7 4.14e+06    -  4.31e-01 4.40e-01f  1
> iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
>    10  1.5871058e+07 2.31e+05 1.08e+02   4.3 4.84e+06    -  6.08e-01 5.94e-01h  1
>    11  1.5502517e+07 3.79e+04 1.05e+01   4.4 3.87e+06    -  8.98e-01 8.36e-01h  1
>    12  1.3386722e+07 4.19e-09 3.62e-01   4.0 1.72e+06    -  9.94e-01 1.00e+00f  1
>    13  1.1503001e+07 9.31e-10 8.51e-02   3.6 2.14e+05    -  9.95e-01 1.00e+00f  1
>    14  1.0527259e+07 1.86e-09 2.15e-03   3.3 4.72e+04    -  1.00e+00 1.00e+00f  1
>    15  1.0055318e+07 4.66e-09 1.08e-02   3.0 2.87e+04    -  9.95e-01 1.00e+00f  1
>    16  9.8158750e+06 3.73e-09 2.22e-15   2.7 1.76e+04    -  1.00e+00 1.00e+00f  1
>    17  9.7005333e+06 6.52e-09 1.55e-03   2.5 1.05e+04    -  9.99e-01 1.00e+00f  1
>    18  9.6237545e+06 6.52e-09 7.17e-02   2.0 9.34e+03    -  9.51e-01 1.00e+00f  1
>    19  9.5920616e+06 4.66e-09 2.38e-01   1.2 5.58e+03    -  8.20e-01 1.00e+00f  1
> iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
>    20  9.5863056e+06 9.31e-10 4.43e-03   0.7 1.53e+03    -  9.95e-01 1.00e+00f  1
>    21  9.5845767e+06 2.79e-09 5.33e-02  -5.2 6.89e+02    -  8.13e-01 9.84e-01f  1
>    22  9.5845125e+06 3.73e-09 6.21e-04  -0.8 1.32e+02    -  9.93e-01 1.00e+00f  1
>    23  9.5844699e+06 3.73e-09 1.62e-03  -6.7 5.12e+01    -  9.40e-01 9.88e-01f  1
>    24  9.5844691e+06 2.33e-09 6.86e-04  -3.8 1.07e+01    -  9.53e-01 1.00e+00f  1
>    25  9.5844691e+06 4.66e-09 5.26e-05  -4.5 1.98e+00    -  9.89e-01 1.00e+00f  1
>    26  9.5844691e+06 7.45e-09 3.16e-06  -6.5 1.53e-01    -  9.94e-01 1.00e+00f  1
> In iteration 26, 11 Slacks too small, adjusting variable bounds
>    27  9.5844691e+06 6.05e-09 6.32e-10 -11.0 2.43e-03    -  1.00e+00 1.00e+00h  1
>
> Number of Iterations....: 27
>
>                                     (scaled)                 (unscaled)
> Objective...............:   9.5844690615889486e+06    9.5844690615889486e+06
> Dual infeasibility......:   6.3165569158340598e-10    6.3165569158340598e-10
> Constraint violation....:   6.0535967350006104e-09    6.0535967350006104e-09
> Complementarity.........:   4.0663367799099379e-08    4.0663367799099379e-08
> Overall NLP error.......:   4.0663367799099379e-08    4.0663367799099379e-08
>
>
> Number of objective function evaluations             = 28
> Number of objective gradient evaluations             = 28
> Number of equality constraint evaluations            = 28
> Number of inequality constraint evaluations          = 28
> Number of equality constraint Jacobian evaluations   = 28
> Number of inequality constraint Jacobian evaluations = 28
> Number of Lagrangian Hessian evaluations             = 27
> Total CPU secs in IPOPT (w/o function evaluations)   =      0.659
> Total CPU secs in NLP function evaluations           =      0.240
>
> EXIT: Optimal Solution Found.
>
>
> Solution of the primal variables, x
> x[0] = 215.824
> x[1] = 1114.39
>
>
>
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