[Ipopt] Infinite loop involving many line search steps
Ipopt User
ipoptuser at gmail.com
Thu Sep 1 11:42:50 EDT 2016
I replied to this e-mail and had a short discussion but forgot to include
the mailing list. Here's the full conversation:
Does your objective function possess some basic properties in terms of
smoothness?
---
The hessian of my original cost function had a discontinuity between 0 and
a constant value, but just now I made it continuous and I still get the
same behaviour. The gradient is continuous also.
---
Section 6 in https://www.princeton.edu/~rvdb/ps/loqo3_5.pdf (especially
Section 6.1, and the fourth point in 6.2) may be of interest to you.
---
Thank you very much! That will give me some direction to look for where
it's stalling
On Wed, Aug 31, 2016 at 1:05 PM, Marc-Andre Renaud <moi at marcandre.io> wrote:
> 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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