Ipopt expect infeasible option #34
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…sing of AVC's MinimizeLossesContingencyAnalysis
…terates_tol, and max_cpu_time, also added python checks for nan and inf in x with tests
optalg/lin_solver/mumps.py
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| @@ -38,7 +38,7 @@ def __init__(self,prop='unsymmetric'): | |||
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| # Configure | |||
| self.mumps.set_silent() | |||
| self.mumps.set_icntl(14,1000) # % increase of estimated working space | |||
| self.mumps.set_icntl(14, 200) # % increase of estimated working space | |||
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@awig you had set it to 1000 but this is for the mumps linear solver warpper for optalg. This is different to the mumps instance that ipopt uses internally. I will keep this at 200 and set the ipopt mumps setting to 1000
optalg/opt_solver/ipopt.py
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| 'expect_infeasible_problem': 'no', | ||
| 'check_derivatives_for_naninf': 'no', | ||
| 'diverging_iterates_tol': 1e20, | ||
| 'max_cpu_time': 1e6, |
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I am changing option values to be valid values for ipopt in order to avoid if statements
| self.ipopt_context.add_option('diverging_iterates_tol', div_iters_tol) | ||
| self.ipopt_context.add_option('max_cpu_time', float(max_cpu_time)) | ||
| self.ipopt_context.add_option('hessian_approximation', h_approx) | ||
| self.ipopt_context.add_option('linear_solver', lin_solver) |
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seems a bit better to me to not have lots of if statments
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Sure. Sounds good to me
tests/test_opt_solvers.py
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| @@ -68,8 +68,8 @@ def test_ipopt(self): | |||
| for x_bad in [np.inf, np.nan]: | |||
| x[n/2] = x_bad | |||
| bad_prob = opt.opt_solver.QuadProblem(H,g,A,b,l,u,x=x) | |||
| Ipopt.solve(bad_prob) | |||
| self.assertEqual(Ipopt.get_status(),'error') | |||
| self.assertRaises(opt.opt_solver.opt_solver_error.OptSolverError_Ipopt, Ipopt.solve, bad_prob) | |||
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You see, ipopt throws an OptSolverError_Ipopt when given nan or inf but there is not informative error message. Let's enhance this error exception class to store ipopt failure messages for all errors. This can be done on a separate PR.
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Okay. Thanks for fixing that. Is it possible to capture ipopt's error message?
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It should be possible. I will merge this PR and create a separate issue for capturing ipopt error messages and saving them in OptSolverError_Ipopt exception
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They make sense. Thanks for improving them. |
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