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coin-or / Ipopt

COIN-OR Interior Point Optimizer IPOPT
https://coin-or.github.io/Ipopt
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IpoptException in "IpBacktrackingLineSearch.cpp" - No Restoration Phase given #291

Closed svigerske closed 5 years ago

svigerske commented 5 years ago

Issue created by migration from Trac.

Original creator: kamilova

Original creation time: 2017-09-15 10:08:13

Assignee: ipopt-team

Version: 3.12

Dear all,

I am struggling with my Ipopt implementation. At this point I am confident that I am supplying the objective function, gradient, constraint function and Jacobian correctly. I do not have any second order information so I use a Hessian approximation with Ipopt. As it turns out, my problem would always go into restoration phase and then I would get the output

EXIT: Converged to a point of local infeasibility. Problem may be infeasible.

I started playing with the options, and set:

hessian_approximation limited-memory hessian_approximation_space all-variables slack_bound_frac 0.5 slack_bound_push 0.5 limited_memory_update_type sr1 nlp_scaling_method gradient-based expect_infeasible_problem yes mu_strategy adaptive derivative_test first-order corrector_type affine

These seem to improve the optimisation behaviour. I wanted to try a different line search method, since in a previous optimisation implementation (of the same problem) I had a lot of issues with the penalty function used which lead my points to not make any progress due to the tiniest stepsizes. I wanted to activate cg-penalty, and the optimisation seems to work a lot better, but is terminated early, with the error message:

Exception of type: IpoptException in file "IpBacktrackingLineSearch.cpp" at line 545: Exception message: No Restoration Phase given to this Backtracking Line Search Object!

EXIT: Some uncaught Ipopt exception encountered.

An error occurred. The error code is -100

I fear that it might be one of the other options that I have changed, or maybe I didn't add something I should have.

Any advice on the matter would be greatly appreciated.

Thank you for your time,

Alissa

svigerske commented 5 years ago

Comment by @svigerske created at 2017-09-15 14:33:22

This looks likes something is rather missing in the CGPenalty implementation. So try not to use this option.

Maybe you can come up with a better starting point, if the default one leads to Ipopt concluding infeasibility.