[Ipopt] Infeasible Problem Detected

[Cote, Pascal (RTA)]

Hello,

I'm trying to solve a problem with a special structure like this one:

Min f(x) + g(y)

Subject to cmin <= c(x,y)<=cmax

x contains most of the decision variables (approx. 15000)
y contains only few variable (approx. 10)

function f(x) will return a number in the range [500 2000] whereas g(y) return a number in a completely different range [ around 30.0 e7].

When I try to solve the problem Ipopt finished with ApplicationReturnStatus = 2 (Infeasible_Problem_Detected).

But If I simply scale g(y) in my objective function like this: Min f(x) + g(y)/100000 Ipopt Is able to solve the problem ApplicationReturnStatus = 0.

I suspected of an error in the derivative of g(y) but the derivative check passed (with a tolerance 1.e-6, may be is not enough?).

Does anyone have an idea of what goes wrong.

Thank you


-          Pascal

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