# [Ipopt] Infinite loop involving many line search steps

Marc-Andre Renaud moi at marcandre.io
Wed Aug 31 13:05:43 EDT 2016

```Hi all,

I've included a log of a typical "infinite loop" run that I encounter when
running IPOPT on my problem (I've only included the first 50 iterations but
they repeat forever until max iterations is reached). I was wondering if
anyone had encountered a similar situation? I have a convex NLO problem
with only lower bounds and analytical derivatives/hessian, no errors when I
run the derivative checker. The details of the cost function are quite
complicated so I apologise for not being able to include too much detail,
but this type of infinite loop seems to happen only when I include a
component in my cost function that tries to optimise the mean value of some
matrix elements. I guess I'm hoping this kind of problem is easily
explained without having to look at the nitty gritty details of the cost
function and its derivative.

Thank you,
Marc

This is Ipopt version 3.12.4, running with linear solver ma97.

Number of nonzeros in equality constraint Jacobian...:        0
Number of nonzeros in inequality constraint Jacobian.:        0
Number of nonzeros in Lagrangian Hessian.............:        6

Total number of variables............................:        3
variables with only lower bounds:        3
variables with lower and upper bounds:        0
variables with only upper bounds:        0
Total number of equality constraints.................:        0
Total number of inequality constraints...............:        0
inequality constraints with only lower bounds:        0
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  3.7493788e+03 0.00e+00 6.51e+01   0.0 0.00e+00    -  0.00e+00
0.00e+00   0
1  2.8288677e+03 0.00e+00 1.32e+01   1.4 2.30e+01    -  5.25e-02
1.00e+00f  1  sigma=1.00e+00 qf=12
2  2.7537935e+03 0.00e+00 5.96e+00  -0.8 8.62e+00    -  9.40e-01
1.00e+00f  1 Nhj  sigma=8.05e-03 qf=13
3  2.7531162e+03 0.00e+00 4.15e+00  -0.3 9.18e-01    -  9.61e-01
1.00e+00f  1  sigma=7.14e-01 qf=12
4  2.7523267e+03 0.00e+00 2.12e+00  -1.7 1.25e+00    -  9.99e-01
5.00e-01f  2  sigma=5.52e-02 qf=12
5  2.7521216e+03 0.00e+00 1.58e+00  -2.1 6.49e-01    -  1.00e+00
2.50e-01f  3  sigma=6.67e-01 qf=12
6  2.7521033e+03 0.00e+00 2.69e+00  -3.9 4.70e-01    -  1.00e+00
6.25e-02f  5  sigma=2.11e-02 qf=12
7  2.7520971e+03 0.00e+00 1.51e+00  -5.2 7.89e-01    -  1.00e+00
7.81e-03f  8  sigma=4.21e-02 qf=12
8  2.7520953e+03 0.00e+00 1.50e+00  -5.3 4.40e-01    -  1.00e+00
3.91e-03f  9  sigma=5.31e-01 qf=12
9  2.7520953e+03 0.00e+00 2.67e+00  -7.1 4.39e-01    -  1.00e+00
1.22e-04f 14  sigma=2.11e-02 qf=12
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du
alpha_pr  ls
10  2.7520953e+03 0.00e+00 1.50e+00  -8.4 7.85e-01    -  1.00e+00
3.81e-06f 19  sigma=4.23e-02 qf=12
11  2.7520953e+03 0.00e+00 2.67e+00  -8.4 4.38e-01    -  1.00e+00
3.81e-06f 19 F
12  2.7520953e+03 0.00e+00 1.50e+00  -8.4 7.85e-01    -  1.00e+00
2.38e-07f 23 F
13  2.7520953e+03 0.00e+00 2.67e+00  -8.4 4.38e-01    -  1.00e+00
2.38e-07f 23 F
14  2.7520953e+03 0.00e+00 1.50e+00  -8.4 7.85e-01    -  1.00e+00
2.98e-08f 26 F
15  2.7520953e+03 0.00e+00 2.67e+00  -8.4 4.38e-01    -  1.00e+00
2.98e-08f 26 F
16  2.7520953e+03 0.00e+00 1.50e+00  -8.4 7.85e-01    -  1.00e+00
7.45e-09f 28 F
17  2.7520953e+03 0.00e+00 2.67e+00  -8.4 4.38e-01    -  1.00e+00
7.45e-09f 28 F
18  2.7520953e+03 0.00e+00 1.50e+00  -8.4 7.85e-01    -  1.00e+00
1.86e-09f 30 F
19  2.7520953e+03 0.00e+00 2.67e+00  -8.4 4.38e-01    -  1.00e+00
1.86e-09f 30 F
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du
alpha_pr  ls
20  2.7520953e+03 0.00e+00 1.50e+00  -8.4 7.85e-01    -  1.00e+00
9.31e-10f 31 F
21  2.7531355e+03 0.00e+00 4.18e+00  -8.4 4.38e-01    -  1.00e+00
1.00e+00w  1 F
22  2.7537402e+03 0.00e+00 4.22e+00  -8.4 1.26e+00    -  1.00e+00
1.00e+00w  1 F
23  2.7532974e+03 0.00e+00 4.17e+00  -8.4 1.36e+00    -  1.00e+00
1.00e+00w  1 F
24  2.7531355e+03 0.00e+00 4.18e+00  -8.4 1.37e+00    -  1.00e+00
1.00e+00S 21 Fw
25  2.7523256e+03 0.00e+00 2.10e+00  -8.4 1.26e+00    -  1.00e+00
5.00e-01f  2 F
26  2.7521209e+03 0.00e+00 1.57e+00  -8.4 6.53e-01    -  1.00e+00
2.50e-01f  3 F
27  2.7521046e+03 0.00e+00 2.70e+00  -8.4 4.73e-01    -  1.00e+00
6.25e-02f  5 F
28  2.7521028e+03 0.00e+00 1.52e+00  -8.4 7.87e-01    -  1.00e+00
1.56e-02f  7 F
29  2.7520956e+03 0.00e+00 1.49e+00  -8.4 4.50e-01    -  1.00e+00
1.56e-02f  7 F
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du
alpha_pr  ls
30  2.7520956e+03 0.00e+00 2.68e+00  -8.4 4.42e-01    -  1.00e+00
9.77e-04f 11 F
31  2.7520955e+03 0.00e+00 1.49e+00  -8.4 7.82e-01    -  1.00e+00
4.88e-04f 12 F
32  2.7520953e+03 0.00e+00 1.49e+00  -8.4 4.42e-01    -  1.00e+00
4.88e-04f 12 F
33  2.7520953e+03 0.00e+00 2.68e+00  -8.4 4.42e-01    -  1.00e+00
6.10e-05f 15 F
34  2.7520953e+03 0.00e+00 1.49e+00  -8.4 7.82e-01    -  1.00e+00
1.91e-06f 20 F
35  2.7531355e+03 0.00e+00 4.18e+00  -8.4 4.42e-01    -  1.00e+00
1.00e+00w  1 F
36  2.7537402e+03 0.00e+00 4.22e+00  -8.4 1.26e+00    -  1.00e+00
1.00e+00w  1 F
37  2.7532974e+03 0.00e+00 4.17e+00  -8.4 1.36e+00    -  1.00e+00
1.00e+00w  1 F
38  2.7520953e+03 0.00e+00 2.68e+00  -8.4 1.37e+00    -  1.00e+00
1.91e-06f 19 Fw
39  2.7520953e+03 0.00e+00 1.49e+00  -8.4 7.82e-01    -  1.00e+00
2.38e-07f 23 F
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du
alpha_pr  ls
40  2.7520953e+03 0.00e+00 1.49e+00  -8.4 4.42e-01    -  1.00e+00
1.19e-07f 24 F
41  2.7520953e+03 0.00e+00 2.68e+00  -8.4 4.42e-01    -  1.00e+00
2.98e-08f 26 F
42  2.7520953e+03 0.00e+00 1.49e+00  -8.4 7.82e-01    -  1.00e+00
7.45e-09f 28 F
43  2.7520953e+03 0.00e+00 1.49e+00  -8.4 4.42e-01    -  1.00e+00
7.45e-09f 28 F
44  2.7520953e+03 0.00e+00 2.68e+00  -8.4 4.42e-01    -  1.00e+00
2.33e-10f 33 F
45  2.7520953e+03 0.00e+00 1.49e+00  -8.4 7.82e-01    -  1.00e+00
1.82e-12f 40 F
46  2.7520953e+03 0.00e+00 2.68e+00  -8.4 4.42e-01    -  1.00e+00
7.28e-12f 38 F
47  2.7520953e+03 0.00e+00 1.49e+00  -8.4 7.82e-01    -  1.00e+00
3.64e-12f 39 F
48  2.7531355e+03 0.00e+00 4.18e+00  -8.4 4.42e-01    -  1.00e+00
1.00e+00w  1 F
49  2.7537402e+03 0.00e+00 4.22e+00  -8.4 1.26e+00    -  1.00e+00
1.00e+00w  1 F
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