[Ipopt] Many zeros in derivative checker
R zu
rzu512 at gmail.com
Tue Dec 4 18:20:55 EST 2018
Hi.
I tried the derivative check. Frequently, I see lots of zeros in the finite
difference estimations of Ipopt.
Is that normal?
When the first derivative is incorrect, I also don't get result for 2nd
derivative check.
The first derivatives shouldn't have that many zeros unless I am horribly
wrong.
When I see the error for the first time, I thought I made mistakes. I
wrote my own finite difference checker to check all routines. Re-derived
all equations for several times with pencil and paper and later
Mathematica. The finite difference checker that I wrote would use a smaller
and smaller difference (half of last iteration) until the check is correct
for 3 consecutive iterations.
Starting derivative checker for first derivatives.
* grad_f[ 0] = 1.1842907632351778e+01 ~
0.0000000000000000e+00 [ 1.184e+01]
* grad_f[ 1] = 1.2460424906788026e-01 ~
0.0000000000000000e+00 [ 1.246e-01]
* grad_f[ 2] = 1.0472805499858380e+00 ~
0.0000000000000000e+00 [ 1.047e+00]
* grad_f[ 3] = 6.9931703730830419e-01 ~
0.0000000000000000e+00 [ 6.993e-01]
* grad_f[ 4] = 2.4718739239530851e-01 ~
0.0000000000000000e+00 [ 2.472e-01]
* grad_f[ 5] = 1.5221697258770076e+01 ~
0.0000000000000000e+00 [ 1.522e+01]
* grad_f[ 6] = 2.5724843958348642e+00 ~
0.0000000000000000e+00 [ 2.572e+00]
* grad_f[ 7] = 1.5711814169401492e+01 ~
4.7683715820312500e+01 [ 6.705e-01]
* grad_f[ 8] = -1.9468098702340781e+00 ~
0.0000000000000000e+00 [ 1.947e+00]
* grad_f[ 12] = 1.5052015333215602e+04 ~
1.5020370483398438e+04 [ 2.107e-03]
* grad_f[ 13] = 9.0539372794162846e+03 ~
9.0599060058593750e+03 [ 6.588e-04]
* grad_f[ 14] = 2.0330803745533816e+04 ~
2.0313262939453125e+04 [ 8.635e-04]
* grad_f[ 30] = -2.2537556863763431e+04 ~
-2.2554397583007812e+04 [ 7.467e-04]
* grad_f[ 31] = 9.3473397836600474e+04 ~
9.3460083007812500e+04 [ 1.425e-04]
* grad_f[ 32] = 2.4648223780746073e+04 ~
2.4652481079101562e+04 [ 1.727e-04]
Starting derivative checker for second derivatives.
Derivative checker detected 15 error(s).
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