IPOPT Output
This section describes the standard IPOPT console output with the
default setting for print_level. The output is designed to
provide a quick summary of each iteration as IPOPT solves the problem.
Before IPOPT starts to solve the problem, it displays the problem
statistics (number of nonzero-elements in the matrices, number of
variables, etc.). Note that if you have fixed variables (both upper
and lower bounds are equal), IPOPT may remove these variables from
the problem internally and not include them in the problem statistics.
Following the problem statistics, IPOPT will begin to solve the
problem and you will see output resembling the following,
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
0 1.6109693e+01 1.12e+01 5.28e-01 0.0 0.00e+00 - 0.00e+00 0.00e+00 0
1 1.8029749e+01 9.90e-01 6.62e+01 0.1 2.05e+00 - 2.14e-01 1.00e+00f 1
2 1.8719906e+01 1.25e-02 9.04e+00 -2.2 5.94e-02 2.0 8.04e-01 1.00e+00h 1
and the columns of output are defined as,
- iter:
- The current iteration count. This includes regular
iterations and iterations while in restoration phase. If the
algorithm is in the restoration phase, the letter r' will be
appended to the iteration number.
- objective:
- The unscaled objective value at the current
point. During the restoration phase, this value remains the unscaled
objective value for the original problem.
- inf_pr:
- The scaled primal infeasibility at the current
point. During the restoration phase, this value is the primal
infeasibility of the original problem at the current point.
- inf_du:
- The scaled dual infeasibility at the current
point. During the restoration phase, this is the value of the dual
infeasibility for the restoration phase problem.
- lg(mu):
of the value of the barrier parameter mu.
- ||d||:
- The infinity norm (max) of the primal step (for
the original variables
and the internal slack variables
).
During the restoration phase, this value includes the values of
additional variables,
and
(see Eq. (30) in
[7]).
- lg(rg):
of the value of the regularization
term for the Hessian of the Lagrangian in the augmented system.
- alpha_du:
- The stepsize for the dual variables.
- alpha_pr:
- The stepsize for the primal variables.
- ls:
- The number of backtracking line search steps.
When the algorithm terminates, IPOPT will output a message to the
screen based on the return status of the call to Optimize. The following
is a list of the possible return codes, their corresponding output message
to the console, and a brief description.
- Solve_Succeeded:
Console Message: EXIT: Optimal Solution Found.
This message indicates that IPOPT found a (locally) optimal point
within the desired tolerances.
- Solved_To_Acceptable_Level:
Console Message: EXIT: Solved To Acceptable Level.
This indicates that the algorithm did not converge to the
``desired'' tolerances, but that it was able to obtain a point
satisfying the ``acceptable'' tolerance level as specified by acceptable-* options. This may happen if the desired tolerances
are too small for the current problem.
- Feasible_Point_Found:
Console Message: EXIT: Feasible point for square problem found.
This message is printed if the problem is ``square'' (i.e., it has
as many equality constraints as free variables) and IPOPT found a
feasible point.
- Infeasible_Problem_Detected:
Console Message: EXIT: Converged to a point of
local infeasibility. Problem may be infeasible.
The restoration phase converged to a point that is a minimizer for
the constraint violation (in the
-norm), but is not feasible
for the original problem. This indicates that the problem may be
infeasible (or at least that the algorithm is stuck at a locally
infeasible point). The returned point (the minimizer of the
constraint violation) might help you to find which constraint is
causing the problem. If you believe that the NLP is feasible,
it might help to start the optimization from a different point.
- Search_Direction_Becomes_Too_Small:
Console Message: EXIT: Search Direction is becoming Too Small.
This indicates that IPOPT is calculating very small step sizes and
making very little progress. This could happen if the problem has
been solved to the best numerical accuracy possible given the
current scaling.
- Diverging_Iterates:
Console Message: EXIT: Iterates divering; problem might be
unbounded.
This message is printed if the max-norm of the iterates becomes
larger than the value of the option diverging_iterates_tol.
This can happen if the problem is unbounded below and the iterates
are diverging.
- User_Requested_Stop:
Console Message: EXIT: Stopping optimization at current point
as requested by user.
This message is printed if the user call-back method intermediate_callback returned false (see
Section 3.3.4).
- Maximum_Iterations_Exceeded:
Console Message: EXIT: Maximum Number of Iterations Exceeded.
This indicates that IPOPT has exceeded the maximum number of
iterations as specified by the option max_iter.
- Restoration_Failed:
Console Message: EXIT: Restoration Failed!
This indicates that the restoration phase failed to find a feasible
point that was acceptable to the filter line search for the original
problem. This could happen if the problem is highly degenerate, does
not satisfy the constraint qualification, or if your NLP code
provides incorrect derivative information.
- Error_In_Step_Computation:
Console Message: EXIT: Error in step computation (regularization becomes too large?)!
This messages is printed if IPOPT is unable to compute a search
direction, despite several attempts to modify the iteration matrix.
Usually, the value of the regularization parameter then becomes too
large. One situation where this can happen is when values in the
Hessian are invalid (NaN or Inf). You can check whether this
is true by using the check_derivatives_for_naninf option.
- Invalid_Option:
Console Message: (details about the particular error
will be output to the console)
This indicates that there was some problem specifying the options.
See the specific message for details.
- Not_Enough_Degrees_Of_Freedom:
Console Message: EXIT: Problem has too few degrees of freedom.
This indicates that your problem, as specified, has too few degrees
of freedom. This can happen if you have too many equality
constraints, or if you fix too many variables (IPOPT removes fixed
variables).
- Invalid_Problem_Definition:
Console Message: (no console message, this is a return code for the
C and Fortran interfaces only.)
This indicates that there was an exception of some sort when
building the IpoptProblem structure in the C or Fortran
interface. Likely there is an error in your model or the main
routine.
- Unrecoverable_Exception:
Console Message: (details about the particular error
will be output to the console)
This indicates that IPOPT has thrown an exception that does not
have an internal return code. See the specific message for details.
- NonIpopt_Exception_Thrown:
Console Message: Unknown Exception caught in Ipopt
An unknown exception was caught in IPOPT. This exception could have
originated from your model or any linked in third party code.
- Insufficient_Memory:
Console Message: EXIT: Not enough memory.
An error occurred while trying to allocate memory. The problem may
be too large for your current memory and swap configuration.
- Internal_Error:
Console Message: EXIT: INTERNAL ERROR: Unknown SolverReturn
value - Notify IPOPT Authors.
An unknown internal error has occurred. Please notify the authors of
IPOPT via the mailing list.
Andreas Waechter
2010-12-22