[Ipopt] Fwd: help for restoration failure

Mostafa Safdarnejad mostafa.safdarnejad at gmail.com
Sat Jul 19 18:21:39 EDT 2014


Tony,

Thanks for your response. I am sure the problem is feasible because I have
other scenarios running perfectly fine. I changed some concepts of my model
and I got this infeasibility. Although the model is infeasible now, the
trends that variables are making are quite reasonable (however I am not
sure how reliable trends for an infeasible case can be).  I am using zero
for almost all of the initial values (as other feasible scenarios) but
using other random initial values got me to " Converged to a point of local
infeasibility. Problem may be infeasible." but no restoration failed error
at the end of the output (however there is "r" next to the iteration
number. The output of solver is attached. Do you have any further insight
on what is going on?

Thanks

*Mostafa Safdarnejad*


On Sat, Jul 19, 2014 at 3:58 PM, Tony Kelman <kelman at berkeley.edu> wrote:

>   Essentially this means Ipopt had difficulty obtaining a feasible point
> for your problem. Are you sure your problem is feasible? Would it be
> possible for you to calculate a better initial starting point for the
> optimization?
>
>
>  *From:* Mostafa Safdarnejad <mostafa.safdarnejad at gmail.com>
> *Sent:* Friday, July 18, 2014 11:55 AM
> *To:* ipopt at list.coin-or.org
> *Subject:* [Ipopt] Fwd: help for restoration failure
>
>  Hi, I am using IPOPT solver for a NLP optimization and I got an
> infeasibility error due to restoration failure (attached file). I am not
> familiar with programming in IPOPT. So, I would appreciate if anyone can
> help me with specific details on how to fix it? I am using APMonitor
> modeling language and Matlab as my interface to run.
>
> Thanks
>
>
>
> ------------------------------
> _______________________________________________
> Ipopt mailing list
> Ipopt at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/ipopt
>
>
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-------------- next part --------------
 --------- APM Model Size ------------
 Each time step contains
   Objects      :            2
   Constants    :           14
   Variables    :           90
   Intermediates:           41
   Connections  :            2
   Equations    :          110
   Residuals    :           69
 
 fippr_files: ss.t0 does not exist
 WARNING: restart file not found - ctl.t0
 Variable time shift OFF
 Number of state variables:           7272
 Number of total equations: -         7058
 Number of slack variables: -          216
 ---------------------------------------
 Degrees of freedom       :             -2
 
 * Warning: DOF <= 0
 **********************************************
 Dynamic Control with Interior Point Solver
 **********************************************
 IPOPT outfile
 Info: Exact Hessian

******************************************************************************
This program contains Ipopt, a library for large-scale nonlinear optimization.
 Ipopt is released as open source code under the Eclipse Public License (EPL).
         For more information visit http://projects.coin-or.org/Ipopt
******************************************************************************

This is Ipopt version 3.10.1, running with linear solver ma27.

Number of nonzeros in equality constraint Jacobian...:    17485
Number of nonzeros in inequality constraint Jacobian.:     1584
Number of nonzeros in Lagrangian Hessian.............:      144

MA27BD returned iflag=-4 and requires more memory.
 Increase liw from 275265 to 2752650 and la from 261965 to 2692330 and factorize again.
Total number of variables............................:     7272
                     variables with only lower bounds:     1008
                variables with lower and upper bounds:     1296
                     variables with only upper bounds:        0
Total number of equality constraints.................:     6338
Total number of inequality constraints...............:      720
        inequality constraints with only lower bounds:      720
   inequality constraints with lower and upper bounds:        0
        inequality constraints with only upper bounds:        0

iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
   0  7.2761179e+09 3.49e+08 1.00e+02   0.0 0.00e+00    -  0.00e+00 0.00e+00   0
   1  8.8269464e+09 3.49e+08 3.49e+02  11.5 1.65e+12  -2.0 9.40e-14 1.03e-11f  1
   2  1.2783465e+10 3.49e+08 2.88e+02   6.6 2.86e+08  -1.6 3.25e-06 2.69e-06f  1
   3  3.2214288e+11 3.49e+08 1.26e+05   6.6 2.86e+08  -1.1 2.45e-05 4.18e-04f  1
   4  4.6603194e+11 3.48e+08 6.29e+07   6.6 2.86e+08  -1.6 9.90e-01 1.90e-03f  1
   5  1.1815452e+13 2.32e+08 8.92e+07   8.5 2.86e+08  -2.1 8.15e-02 3.60e-01f  1
   6  2.0505221e+13 2.21e+08 2.43e+09   8.9 1.83e+08  -2.6 2.67e-01 1.26e-01f  1
   7  6.0959744e+13 1.20e+08 1.05e+09   9.1 1.60e+08  -3.1 9.91e-01 6.80e-01f  1
   8  5.3648973e+13 1.11e+08 8.26e+08   8.8 5.11e+07  -3.5 7.45e-01 1.00e+00h  1
   9  5.2211633e+13 8.01e+07 1.61e+08   8.3 1.12e+06  -4.0 6.37e-01 6.05e-01H  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  10  5.2067427e+13 8.00e+07 2.56e+09   8.1 2.49e+06  -4.5 6.17e-01 6.25e-02h  5
  11  4.8997355e+13 7.72e+07 2.38e+09   8.1 4.70e+06  -5.0 5.44e-01 7.44e-01H  1
  12  4.8514178e+13 6.98e+07 2.43e+09   7.3 2.25e+07  -5.4 4.88e-01 8.57e-01h  1
  13  4.8486085e+13 6.86e+07 2.12e+09   7.0 5.07e+07  -5.9 1.89e-01 4.89e-02h  5
  14  4.8405854e+13 5.85e+07 1.16e+09   6.8 1.08e+08  -6.4 9.42e-02 1.72e-01f  3
  15  4.8347633e+13 5.21e+07 9.05e+09   1.9 1.75e+08  -6.9 8.86e-02 5.83e-01f  1
  16  4.8332253e+13 5.39e+07 8.53e+09   1.8 4.78e+07  -7.4 1.32e-01 1.48e-01f  1
  17  4.8310557e+13 5.34e+07 1.59e+10   1.8 9.45e+07  -7.8 8.68e-03 1.85e-01f  1
  18  4.7692694e+13 3.99e+07 3.03e+10   7.4 5.25e+08  -8.3 2.61e-02 3.21e-01f  1
  19  4.5238487e+13 4.37e+07 3.05e+10   8.6 3.29e+09  -8.8 3.12e-02 9.87e-02f  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  20  4.3960787e+13 9.91e+07 3.16e+10   9.0 5.99e+09  -9.3 2.65e-02 7.13e-02f  1
  21  4.3963436e+13 1.40e+08 3.02e+10   2.0 6.68e+09  -9.7 3.18e-02 2.14e-02h  1
  22  4.3951167e+13 1.22e+08 3.67e+10   2.0 4.41e+08 -10.2 6.06e-02 1.67e-01f  1
  23  4.4143734e+13 9.61e+07 2.57e+10   8.7 4.02e+08 -10.7 1.92e-01 2.82e-01f  1
  24  4.4141616e+13 1.82e+08 2.40e+10   8.2 2.95e+09 -11.2 5.81e-02 1.59e-01f  1
  25  4.4143180e+13 2.01e+08 2.22e+10   7.5 3.93e+09 -11.6 1.38e-01 7.26e-02h  1
  26  4.4108192e+13 2.25e+08 1.51e+10   8.4 2.00e+09 -12.1 2.95e-01 3.19e-01f  1
  27  4.4108043e+13 2.63e+08 1.09e+10   2.3 2.09e+09 -12.6 4.09e-02 2.78e-01h  1
  28  4.4035171e+13 3.60e+07 6.65e+09   2.2 1.79e+09 -13.1 2.96e-02 9.19e-01h  1
  29  4.4048135e+13 2.16e+07 5.63e+09   8.6 5.06e+08 -13.6 4.34e-02 4.25e-01f  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  30  4.4047572e+13 2.09e+07 5.41e+09   8.2 1.31e+09 -14.0 3.83e-02 2.80e-02f  4
  31  4.4039968e+13 1.52e+07 4.86e+09   7.5 1.07e+09 -14.5 9.95e-02 2.31e-01h  1
  32  4.4035745e+13 1.06e+07 4.36e+09   6.8 7.15e+08 -15.0 1.03e-01 1.12e-01h  1
  33  4.4027604e+13 8.33e+06 3.32e+09   6.1 5.70e+08 -15.5 2.39e-01 1.93e-01h  1
  34  4.4020571e+13 8.42e+06 2.13e+09   8.1 3.86e+08 -15.9 3.61e-01 3.91e-01f  1
  35  4.4010118e+13 1.29e+07 1.42e+09   7.0 4.49e+08 -16.4 3.34e-01 2.05e-01h  1
  36  4.3950766e+13 1.82e+07 9.85e+08   6.6 5.62e+07 -16.9 3.04e-01 7.88e-01h  1
  37  4.3886138e+13 2.17e+07 8.29e+08   1.7 1.59e+08 -17.4 1.58e-01 6.02e-01f  1
  38  4.3881362e+13 2.20e+07 8.18e+08   1.6 1.42e+08 -17.8 1.33e-02 3.77e-02f  1
  39  4.3870506e+13 1.98e+07 6.24e+08   6.6 2.64e+08 -18.3 2.20e-01 9.69e-02f  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  40  4.3822440e+13 6.90e+06 4.15e+08   7.0 4.23e+08 -18.8 3.39e-01 4.57e-01f  1
  41  4.3698978e+13 8.31e+06 1.77e+08   7.0 1.56e+08 -19.3 6.72e-01 1.00e+00f  1
  42  4.3446394e+13 2.64e+06 4.63e+07   6.5 4.51e+07 -19.8 7.25e-01 8.38e-01h  1
  43  4.2688434e+13 2.19e+05 1.66e+07   6.1 5.82e+07 -20.0 6.03e-01 1.00e+00h  1
  44  4.1486479e+13 7.01e+04 6.41e+06   0.5 7.63e+06 -20.0 7.08e-01 7.44e-01f  1
  45  3.9968495e+13 6.73e+04 3.22e+08  -0.0 2.63e+06 -20.0 7.74e-02 3.14e-01f  1
  46  3.7797113e+13 6.72e+04 6.22e+08   3.8 4.73e+06 -20.0 6.53e-02 4.41e-01f  1
  47  3.6948045e+13 6.72e+04 1.03e+09   5.8 2.35e+08 -20.0 5.89e-02 1.00e+00f  1
  48  3.4329867e+13 6.72e+04 8.68e+08  -0.1 2.09e+06 -20.0 6.27e-02 5.41e-01f  1
  49  3.3978790e+13 6.72e+04 7.59e+08   5.3 2.62e+07 -20.0 6.09e-02 1.25e-01f  4
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  50  3.6751543e+13 6.72e+04 1.05e+09   5.8 9.98e+07 -20.0 3.72e-02 1.00e+00f  1
  51  3.3742324e+13 6.72e+04 7.33e+08  -0.1 1.51e+06 -20.0 6.81e-02 5.68e-01f  1
  52  4.9672535e+13 6.72e+04 5.59e+08   6.8 1.07e+09 -20.0 7.21e-02 2.27e-01f  1
  53  4.0950797e+13 6.72e+04 7.61e+08   6.0 1.84e+08 -20.0 5.51e-02 9.07e-01f  1
  54  3.7261754e+13 6.72e+04 6.80e+08   5.3 8.52e+06 -20.0 1.19e-01 9.44e-01h  1
  55  3.5159349e+13 6.72e+04 1.02e+09   0.0 1.00e+06 -20.0 2.45e-02 4.92e-01f  1
  56  3.3563576e+13 6.72e+04 4.41e+05   5.5 2.08e+05 -20.0 9.98e-01 1.00e+00f  1
  57  2.5520821e+13 6.72e+04 9.02e+03   4.7 6.59e+06 -20.0 9.97e-01 1.00e+00h  1
  58  9.5681365e+12 6.72e+04 3.54e+05   3.6 1.90e+06 -20.0 9.25e-01 9.98e-01f  1
  59  1.7441875e+12 6.72e+04 7.25e+05   3.5 8.69e+06 -20.0 9.61e-01 1.00e+00f  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  60  4.5250287e+11 6.72e+04 3.19e+06   2.4 5.31e+06 -20.0 9.96e-01 8.35e-01f  1
  61  9.4778234e+10 6.72e+04 4.08e+06   1.9 2.52e+07 -20.0 1.00e+00 8.98e-01f  1
  62  5.1886113e+10 6.72e+04 5.69e-04   1.8 6.74e+07 -20.0 1.00e+00 1.00e+00f  1
  63  3.5399215e+10 6.72e+04 1.59e+07  -0.3 1.66e+08 -20.0 4.24e-01 6.90e-01f  1
  64  3.4315934e+10 6.72e+04 7.02e+07   1.3 8.35e+07 -20.0 1.00e+00 6.46e-01f  1
  65  2.9570131e+10 6.72e+04 1.71e+07   0.9 7.58e+07 -20.0 1.00e+00 7.77e-01f  1
  66  2.7949118e+10 6.72e+04 3.87e+07   0.6 6.49e+07 -20.0 1.00e+00 6.11e-01f  1
  67  2.6898867e+10 6.72e+04 8.50e+07   0.6 5.21e+07 -20.0 1.00e+00 8.05e-01F  1
  68  2.5781751e+10 6.72e+04 2.12e-04   0.2 1.73e+07 -20.0 1.00e+00 1.00e+00f  1
  69  2.5311237e+10 6.72e+04 1.71e-04  -0.2 2.01e+07 -20.0 1.00e+00 1.00e+00f  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  70  2.5175789e+10 6.72e+04 7.20e-05  -0.4 3.37e+06 -20.0 1.00e+00 1.00e+00h  1
  71  2.5065676e+10 6.72e+04 8.26e-05  -0.8 3.32e+06 -20.0 1.00e+00 1.00e+00h  1
  72  2.5017543e+10 6.72e+04 5.09e-04  -1.3 5.93e+06 -20.0 1.00e+00 1.00e+00h  1
  73  2.5008226e+10 6.72e+04 2.25e-04  -1.4 2.61e+06 -20.0 1.00e+00 1.00e+00h  1
  74  2.4993723e+10 6.72e+04 2.73e-04  -1.9 9.07e+05 -20.0 1.00e+00 1.00e+00h  1
  75  2.4986540e+10 6.72e+04 1.62e+07  -2.4 4.86e+05 -20.0 9.66e-01 1.00e+00h  1
  76  2.4983789e+10 6.72e+04 7.72e-04  -3.0 2.04e+05 -20.0 1.00e+00 1.00e+00h  1
  77  2.4983035e+10 6.72e+04 9.48e-04  -3.5 3.76e+04 -20.0 1.00e+00 1.00e+00h  1
  78  2.4982863e+10 6.72e+04 7.42e-04  -4.0 1.04e+04 -20.0 1.00e+00 1.00e+00h  1
  79  2.4982811e+10 6.72e+04 7.06e-04  -4.5 2.23e+04 -20.0 1.00e+00 1.00e+00h  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  80  2.4982792e+10 6.72e+04 1.01e-03  -5.0 3.11e+04 -20.0 1.00e+00 1.00e+00h  1
  81  2.4982787e+10 6.72e+04 9.90e-04  -5.3 2.84e+04 -20.0 1.00e+00 1.00e+00h  1
  82  2.4982784e+10 6.72e+04 2.89e-03  -5.8 2.38e+04 -20.0 1.00e+00 1.00e+00h  1
  83  2.4982782e+10 6.72e+04 1.63e-03  -6.4 2.91e+04 -20.0 1.00e+00 1.00e+00h  1
  84  2.4982782e+10 6.72e+04 7.94e-04  -6.8 3.19e+04 -20.0 1.00e+00 1.00e+00h  1
  85  2.4982782e+10 6.72e+04 4.80e-03  -7.3 1.99e+04 -20.0 1.00e+00 1.00e+00h  1
  86  2.4982782e+10 6.72e+04 3.80e-03  -7.6 4.89e+03 -20.0 1.00e+00 1.00e+00h  1
  87  2.4982782e+10 6.72e+04 3.38e-03  -8.1 1.76e+03 -20.0 1.00e+00 1.00e+00h  1
  88  2.4982782e+10 6.72e+04 5.03e-03  -8.6 6.25e+02 -20.0 1.00e+00 1.00e+00h  1
  89r 2.4982782e+10 6.72e+04 1.00e+03   1.0 0.00e+00 -20.0 0.00e+00 4.77e-07R 22
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  90r 2.4982782e+10 6.72e+04 1.03e+03  -5.1 1.90e+04    -  1.77e-02 6.22e-04f  1
  91r 2.4982782e+10 6.72e+04 1.03e+03  -5.1 1.65e+07    -  1.25e-03 4.88e-06f  1
  92r 2.4982595e+10 7.32e+04 1.03e+03  -5.1 1.65e+07    -  2.57e-03 7.16e-03f  1
  93r 2.4982396e+10 7.32e+04 1.02e+03  -5.1 1.63e+07    -  1.59e-02 7.54e-03f  1
  94r 2.4981790e+10 7.30e+04 9.61e+02  -5.1 1.63e+07    -  1.75e-01 2.31e-02f  1
  95r 2.4976828e+10 8.04e+04 8.03e+02  -5.1 1.59e+07    -  4.16e-02 1.93e-01f  1
  96r 2.4971798e+10 9.08e+04 5.89e+02  -5.2 1.29e+07    -  6.46e-01 2.41e-01f  1
  97r 2.4970602e+10 9.32e+04 5.40e+02  -5.3 8.99e+06    -  6.14e-01 8.26e-02f  1
  98r 2.4970594e+10 9.33e+04 4.54e+02  -5.4 4.89e+04    -  2.24e-01 1.60e-01f  1
  99r 2.4970624e+10 9.33e+04 3.28e+02  -5.4 4.94e+03    -  1.50e-02 3.38e-01f  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
 100r 2.4970648e+10 9.33e+04 1.99e+02  -5.6 4.84e+03    -  7.35e-01 3.38e-01f  1
 101r 2.4970705e+10 9.33e+04 6.57e+01  -5.8 3.34e+03    -  1.45e-01 9.22e-01f  1
 102r 2.4970733e+10 9.33e+04 6.74e+01  -6.9 4.38e+03    -  6.32e-02 5.42e-01f  1
 103r 2.4970739e+10 9.33e+04 4.50e+01  -7.3 8.23e+02    -  4.13e-01 5.00e-01f  1
 104r 2.4970787e+10 9.33e+04 6.80e+01  -7.6 4.37e+03    -  6.39e-02 7.36e-01f  1
 105r 2.4970788e+10 9.33e+04 7.49e+00  -8.1 1.44e+03    -  7.88e-01 2.24e-02f  1
 106r 2.4970811e+10 9.33e+04 2.04e+01  -8.1 1.03e+03    -  7.25e-02 9.68e-01f  1
 107r 2.4970971e+10 9.33e+04 1.46e+01  -5.7 6.91e+03    -  2.85e-01 3.14e-01f  1
 108r 2.4970982e+10 9.33e+04 1.03e+01  -9.0 2.37e+03    -  1.87e-01 2.07e-01f  1
 109r 2.4971258e+10 9.33e+04 5.49e+00  -6.0 6.93e+03    -  4.53e-01 4.47e-01f  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
 110r 2.4971684e+10 9.33e+04 2.46e+02  -6.0 3.01e+03    -  1.69e-01 7.07e-01f  1
 111r 2.4972095e+10 9.33e+04 7.98e+01  -6.3 1.59e+03    -  7.62e-01 9.64e-01f  1
 112r 2.4981030e+10 9.32e+04 1.39e+02  -5.6 1.34e+03    -  2.57e-01 1.00e+00f  1
 113r 2.4983890e+10 9.32e+04 2.64e+01  -5.7 1.13e+03    -  7.97e-01 8.23e-01f  1
 114r 2.4983954e+10 9.32e+04 3.57e+01  -5.7 1.70e+02    -  7.16e-01 7.81e-03f  8
 115r 2.4994903e+10 9.33e+04 2.86e+00  -5.7 1.00e+02    -  7.53e-01 1.00e+00h  1

Number of Iterations....: 115

                                   (scaled)                 (unscaled)
Objective...............:   2.4997192549806197e+04    2.4997192549806198e+10
Dual infeasibility......:   1.0000003472064338e+02    1.0000003472064339e+08
Constraint violation....:   1.4210638281965290e+01    9.3253050533912610e+04
Complementarity.........:   1.9048758557828079e-06    1.9048758557828080e+00
Overall NLP error.......:   1.0000003472064338e+02    1.0000003472064339e+08


Number of objective function evaluations             = 178
Number of objective gradient evaluations             = 91
Number of equality constraint evaluations            = 178
Number of inequality constraint evaluations          = 178
Number of equality constraint Jacobian evaluations   = 118
Number of inequality constraint Jacobian evaluations = 118
Number of Lagrangian Hessian evaluations             = 116
Total CPU secs in IPOPT (w/o function evaluations)   =      2.113
Total CPU secs in NLP function evaluations           =     18.534

EXIT: Converged to a point of local infeasibility. Problem may be infeasible.
 
 An error occured.
 The error code is            2
 
 
 ---------------------------------------------------
 Solver         :  IPOPT (v3.9)
 Solution time  :    20.7857000000076      sec
 Objective      :    24997192549.8062     
 Unsuccessful with error code            0


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