[Ipopt] Trouble converging to solution while being close to it

[Maxime Boulay]

Hello,

 

I am working with IpOpt to solve an optimization problem with non-linear
constraints. Most of the time it converges to the solution without any
problem, but there is a certain set of similar cases where I keep getting
the "infeasible problem detected" error. Having checked the constraints, it
seems that there is always a violation of at least 1e-3, and IpOpt cannot
get past it despite it being practically at what I know to be the solution
already.   

 

I have tried lowering the tolerance to allow that margin of error but I get
a restoration phase failure with the message: "Restoration phase converged
to a feasible point that is unacceptable to the filter for the original
problem", and the scaled dual infeasibility is always at 100. Also, since
those cases happen when one particular variable is at 0, I have tried
putting the problematic constraints as respected in those cases, but then
IpOpt can't get to the solution at all because of discontinuity issues I
suspect.

 

I am a bit stomped by this situation and any help or suggestion would be
well appreciated. Has anyone faced this kind of situation before? Is there a
workable way to make IpOpt ignore certain constraints in certain conditions,
or should I try something else completely?

 

Thank you,

 

Maxime

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