Opened 8 months ago

Closed 3 months ago

#308 closed clarification (migrated)

Dual infeasibility calculated by the CUTEst functions does not coincide with that reported by Ipopt

Reported by: secchinleo Owned by: ipopt-team
Priority: normal Component: Ipopt
Version: 3.12 Severity: normal
Keywords: Cc:

Description

I am using Ipopt with default options, except for MA57. Also, I am using the CUTEst interface, which is implemented in Fortran.

In some NETLIB problems, the norm of the gradient of the Lagrangian function obtained through the function "CUTEST_clfg" differs from the dual infeasibility measure reported by Ipopt, specially when the method performs many iterations. For example, in the problem 80BAU3B, both values coincide up to iteration 30, but differ more and more when more iterations are executed. I checked if the internal unscaled multipliers estimates () coincide with those reported by Ipopt, and they are OK. In problem 80BAU3B, the derivative checker failed many times.

In most other NETLIB problems, like 25FV47, everything seems OK.

Change History (2)

comment:1 Changed 8 months ago by secchinleo

I have identified that the multipliers returned by the main function of Ipopt associated with the bound constraints of fixed variables treated as parameters are wrong. They are set to zero, but should be defined using -grad L.

comment:2 Changed 3 months ago by stefan

  • Resolution set to migrated
  • Status changed from new to closed

This ticket has been migrated to GitHub and will be followed up there: https://github.com/coin-or/Ipopt/issues/308

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