[Ipopt] Is ipopt deterministic?

[Damien]

I've seen this as well on all kinds of problems.  Our problems have a 
lot of equality constraints, I found by accident that setting 
"bound_relax_factor" to 0.0 to help with equalities also greatly reduced 
changes from run to run.  I never chased up why.

Damien

On 2014-11-13 4:45 PM, Tony Kelman wrote:
> The most common case of non-determinism is multithreaded BLAS/LAPACK 
> libraries from MKL or OpenBLAS. Those are generally not exactly 
> deterministic beyond machine precision unless you run them with a 
> single thread. Some of the multithreaded sparse linear solvers like 
> MA86 are also non-deterministic due to parallelism. If you really want 
> to hunt this down, as I said in those linked threads from last year, 
> set a high print level and output the logs to different files, to 
> compare whether everything is truly starting at exactly the same 
> point, and if so, where things start differing and by how much. With 
> complicated non-convex problems, it's entirely possible that initially 
> very minor numerical roundoff differences can accumulate and 
> eventually lead Ipopt down a different convergence path to a different 
> solution.
> -Tony
> *From:* Ipopt User <mailto:ipoptuser at gmail.com>
> *Sent:* Thursday, November 13, 2014 5:35 AM
> *To:* Guy Charles <mailto:Guy.Charles at redbulltechnology.com>
> *Cc:* ipopt at list.coin-or.org <mailto:ipopt at list.coin-or.org>
> *Subject:* Re: [Ipopt] Is ipopt deterministic?
> IPOPT itself is fully deterministic, but some dependencies may not be 
> deterministic. Please see 
> http://list.coin-or.org/pipermail/ipopt/2013-April/003337.html and 
> http://list.coin-or.org/pipermail/ipopt-tickets/2013-March/000635.html 
> for possible explanations of the behavior you are seeing.
> On Thu, Nov 13, 2014 at 6:35 AM, Guy Charles 
> <Guy.Charles at redbulltechnology.com 
> <mailto:Guy.Charles at redbulltechnology.com>> wrote:
>
>     Hi,
>
>     More out of curiosity really:
>
>     At times I'm getting some non-deterministic behaviour in my
>     iterations and no of iterations before Ipopt finds an optimum.
>     Despite running the same script twice in a row with identical
>     conditions, I may get different results.  I assume that the
>     'error' is in my function calls, scripts or layers of code between
>     ipopt and the function calls, but I thought I should double check
>     that Ipopt is completely deterministic.
>
>     Should ipopt be completely deterministic from each isolated solve
>     call?
>
>     Is there any random jitter added in when it encounters an issue?
>
>     Would a badly scaled problem cause non-deterministic issues w.r.t
>     numerical precision?
>
>     Is it possibly that anything in the linear solvers that could
>     cause this?
>
>     Thanks in advance for any help,
>
>     Guy
>
>
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