odow
commented
2 days ago julia> using JuMP, AmplNLWriter, Uno_jll
julia> begin
model = Model() do
return AmplNLWriter.Optimizer(Uno_jll.amplexe; directory = "/tmp/uno")
end
set_attribute(model, "preset", "ipopt")
set_attribute(model, "linear_solver", "MUMPS")
@variable(model, x)
@objective(model, Min, x)
@constraint(model, x >= 2)
optimize!(model)
solution_summary(model)
end
Model /tmp/uno/model.nl
Options:
- AMPL_write_solution_to_file = yes
- BQPD_kmax = 500
- BQPD_print_subproblem = no
- LP_solver = BQPD
- LS_backtracking_ratio = 0.5
- LS_min_step_length = 5e-7
- LS_scale_duals_with_step_length = yes
- QP_solver = BQPD
- TR_activity_tolerance = 1e-6
- TR_aggressive_decrease_factor = 4
- TR_decrease_factor = 2
- TR_increase_factor = 2
- TR_min_radius = 1e-7
- TR_radius = 10.
- TR_radius_reset_threshold = 1e-4
- armijo_decrease_fraction = 1e-8
- armijo_tolerance = 1e-9
- barrier_damping_factor = 1e-5
- barrier_default_multiplier = 1
- barrier_initial_parameter = 0.1
- barrier_k_epsilon = 10
- barrier_k_mu = 0.2
- barrier_k_sigma = 1e10
- barrier_push_variable_to_interior_k1 = 1e-2
- barrier_push_variable_to_interior_k2 = 1e-2
- barrier_regularization_exponent = 0.25
- barrier_small_direction_factor = 10.
- barrier_smax = 100
- barrier_tau_min = 0.99
- barrier_theta_mu = 1.5
- barrier_update_fraction = 10
- constraint_relaxation_strategy = feasibility_restoration
- convexify_QP = false
- dual_regularization_fraction = 1e-8
- enforce_linear_constraints = no
- filter_beta = 0.99999
- filter_capacity = 50
- filter_fact = 1e4
- filter_gamma = 1e-8
- filter_sufficient_infeasibility_decrease_factor = 0.9
- filter_switching_infeasibility_exponent = 1.1
- filter_type = standard
- filter_ubd = 1e4
- function_scaling_factor = 100
- function_scaling_threshold = 100
- funnel_beta = 0.9999
- funnel_fact = 1.5
- funnel_gamma = 0.001
- funnel_kappa = 0.5
- funnel_require_acceptance_wrt_current_iterate = no
- funnel_ubd = 1.0
- funnel_update_strategy = 1
- globalization_mechanism = LS
- globalization_strategy = waechter_filter_method
- hessian_model = exact
- l1_constraint_violation_coefficient = 1000.
- l1_relaxation_decrease_factor = 10.
- l1_relaxation_epsilon1 = 0.1
- l1_relaxation_epsilon2 = 0.1
- l1_relaxation_fixed_parameter = no
- l1_relaxation_initial_parameter = 1.
- l1_relaxation_residual_small_threshold = 1e-12
- l1_small_duals_threshold = 1e-10
- least_square_multiplier_max_norm = 1e3
- linear_solver = MUMPS
- logger = INFO
- loose_tolerance = 1e-6
- loose_tolerance_consecutive_iteration_threshold = 15
- max_iterations = 2000
- nonmonotone_filter_number_dominated_entries = 3
- primal_regularization_decrease_factor = 3.
- primal_regularization_fast_increase_factor = 100.
- primal_regularization_initial_factor = 1e-4
- primal_regularization_lb = 1e-20
- primal_regularization_slow_increase_factor = 8.
- print_solution = no
- progress_norm = L1
- protect_actual_reduction_against_roundoff = yes
- regularization_failure_threshold = 1e40
- regularization_increase_factor = 2
- regularization_initial_value = 1e-4
- residual_norm = INF
- residual_scaling_threshold = 100.
- scale_functions = yes
- scale_residuals = yes
- sparse_format = COO
- statistics_LS_step_length_column_order = 10
- statistics_SOC_column_order = 9
- statistics_TR_radius_column_order = 10
- statistics_barrier_parameter_column_order = 8
- statistics_complementarity_column_order = 105
- statistics_dual_feasibility_column_order = 102
- statistics_funnel_width_column_order = 25
- statistics_major_column_order = 1
- statistics_minor_column_order = 2
- statistics_objective_column_order = 100
- statistics_penalty_parameter_column_order = 5
- statistics_primal_feasibility_column_order = 101
- statistics_print_header_every_iterations = 15
- statistics_regularization_column_order = 21
- statistics_restoration_phase_column_order = 20
- statistics_stationarity_column_order = 104
- statistics_status_column_order = 200
- statistics_step_norm_column_order = 31
- subproblem = primal_dual_interior_point
- switch_to_optimality_requires_linearized_feasibility = no
- switching_delta = 1
- switching_infeasibility_exponent = 2
- threshold_unsuccessful_attempts = 8
- time_limit = inf
- tolerance = 1e-8
- unbounded_objective_threshold = -1e20
Problem /tmp/uno/model.nl_scaled_equalityconstrained_boundrelaxed
2 variables, 1 constraints
Options:
- AMPL_write_solution_to_file = yes
- LS_backtracking_ratio = 0.5
- LS_min_step_length = 5e-7
- LS_scale_duals_with_step_length = yes
- armijo_decrease_fraction = 1e-8
- armijo_tolerance = 1e-9
- barrier_damping_factor = 1e-5
- barrier_default_multiplier = 1
- barrier_initial_parameter = 0.1
- barrier_k_epsilon = 10
- barrier_k_mu = 0.2
- barrier_k_sigma = 1e10
- barrier_push_variable_to_interior_k1 = 1e-2
- barrier_push_variable_to_interior_k2 = 1e-2
- barrier_regularization_exponent = 0.25
- barrier_small_direction_factor = 10.
- barrier_tau_min = 0.99
- barrier_theta_mu = 1.5
- barrier_update_fraction = 10
- constraint_relaxation_strategy = feasibility_restoration
- dual_regularization_fraction = 1e-8
- filter_beta = 0.99999
- filter_capacity = 50
- filter_fact = 1e4
- filter_gamma = 1e-8
- filter_sufficient_infeasibility_decrease_factor = 0.9
- filter_type = standard
- filter_ubd = 1e4
- function_scaling_threshold = 100
- globalization_mechanism = LS
- globalization_strategy = waechter_filter_method
- l1_constraint_violation_coefficient = 1000.
- least_square_multiplier_max_norm = 1e3
- linear_solver = MUMPS
- logger = INFO
- loose_tolerance = 1e-6
- loose_tolerance_consecutive_iteration_threshold = 15
- max_iterations = 2000
- primal_regularization_decrease_factor = 3.
- primal_regularization_fast_increase_factor = 100.
- primal_regularization_initial_factor = 1e-4
- primal_regularization_lb = 1e-20
- primal_regularization_slow_increase_factor = 8.
- progress_norm = L1
- protect_actual_reduction_against_roundoff = yes
- regularization_failure_threshold = 1e40
- residual_norm = INF
- residual_scaling_threshold = 100.
- scale_functions = yes
- sparse_format = COO
- statistics_LS_step_length_column_order = 10
- statistics_barrier_parameter_column_order = 8
- statistics_complementarity_column_order = 105
- statistics_major_column_order = 1
- statistics_minor_column_order = 2
- statistics_objective_column_order = 100
- statistics_primal_feasibility_column_order = 101
- statistics_print_header_every_iterations = 15
- statistics_regularization_column_order = 21
- statistics_restoration_phase_column_order = 20
- statistics_stationarity_column_order = 104
- statistics_status_column_order = 200
- statistics_step_norm_column_order = 31
- subproblem = primal_dual_interior_point
- switch_to_optimality_requires_linearized_feasibility = no
- switching_delta = 1
- switching_infeasibility_exponent = 2
- threshold_unsuccessful_attempts = 8
- time_limit = inf
- tolerance = 1e-8
- unbounded_objective_threshold = -1e20
┌───────┬─────────┬────────────────┬─────────────┬───────┬────────────────┬──────────────┬─────────────┬───────────────┬──────────────┬─────────────────┬────────────────────────┐
│ iter │ LS iter │ barrier param. │ step length │ phase │ regularization │ step norm │ objective │ primal feas. │ stationarity │ complementarity │ status │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ 0 │ - │ - │ - │ OPT │ - │ - │ 0 │ 2.02 │ 1 │ 0.02 │ initial point │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ 1 │ - │ 0.1 │ - │ OPT │ - │ - │ - │ - │ - │ - │ - │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ - │ - │ - │ - │ - │ - │ - │ - │ - │ - │ The inertia correction got unstable (delta_w > threshold)│
└───────┴─────────┴────────────────┴─────────────┴───────┴────────────────┴──────────────┴─────────────┴───────────────┴──────────────┴─────────────────┴────────────────────────┘
Uno (LS feasibility_restoration waechter_filter_method primal_dual_interior_point)
Fri Oct 18 13:12:19 2024
────────────────────────────────────────
Status: Failed with suboptimal point
Objective value: 0
Primal feasibility: 2.02
┌ Stationarity residual: 1
└ Complementarity residual: 0.02
┌ Feasibility stationarity residual: 1
└ Feasibility complementarity residual: 0.02
┌ Infeasibility measure: 2.02
│ Objective measure: 0
└ Auxiliary measure: 0.3912023
CPU time: 0.007248s
Iterations: 1
Objective evaluations: 1
Constraints evaluations: 2
Objective gradient evaluations: 2
Jacobian evaluations: 2
Hessian evaluations: 2
Number of subproblems solved: 0
* Solver : AmplNLWriter
* Status
Result count : 1
Termination status : OTHER_LIMIT
Message from the solver:
""
* Candidate solution (result #1)
Primal status : UNKNOWN_RESULT_STATUS
Dual status : NO_SOLUTION
Objective value : 0.00000e+00
Dual objective value : 0.00000e+00
* Work counters
Solve time (sec) : 6.81231e-02
julia>
shell> cat /tmp/uno/model.nl
g3 1 1 0
1 1 1 0 0 0
0 1
0 0
0 0 0
0 0 0 1
0 0 0 0 0
1 1
0 0
0 0 0 0 0
C0
n0
O0 0
n0
x1
0 0
r
2 2
b
3
k0
J0 1
0 1
G0 1
0 1
cvanaret
I'm running Uno over our standard test-set: https://github.com/jump-dev/AmplNLWriter.jl/pull/190
I'll extract some reproducible examples of failures for you to investigate.
Actually, I think all these failures stem from the same problem. The first comment has the simplest reproducible example.
The error appears to be
The inertia correction got unstable (delta_w > threshold)