Uno
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Published
1 month ago
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cvanaret
cvanaret
Terminate with unboundedness only when primal feasible
Here's the log for the ipopt preset on this unbounded LP (MOI's test_linear_DUAL_INFEASIBLE).
Although we reach feasible iterates (infeasibility in [1e-17, 1e-10]), the filter method allows increases of the infeasibility when the objective simultaneously decreases. At the point where unboundedness is detected, we're not primal feasible.
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iter LS iter barrier step length phase regulariz step norm objective primal feas stationarity complementarity status
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0 - - - OPT - - -2.0000e-02 2.0000e-02 2.1667e+00 1.0000e-02 initial point
1 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 1.4833e-01 -2.0167e-01 1.3878e-17 4.8433e+00 1.0613e-01 ✔ (h-type)
2 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 4.3304e-01 -7.7865e-01 2.7756e-17 4.2281e+00 1.1652e-01 ✔ (f-type)
3 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 5.3824e+00 -8.8869e+00 8.2157e-15 1.6262e+00 1.2854e-01 ✔ (f-type)
4 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 3.7302e+02 -5.6819e+02 1.2212e-14 2.7878e+00 2.9589e-01 ✔ (f-type)
5 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 1.0915e+06 -1.6378e+06 1.2052e-10 1.2723e+00 3.7465e+00 ✔ (f-type)
6 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 2.9051e+11 -4.3577e+11 1.1943e-04 1.1741e+00 9.9691e+03 ✔ (f-type)
7 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 7.7294e+18 -1.1594e+19 1.0223e+03 1.1740e+00 1.0000e+09 ✔ (h-type)
8 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 4.4807e+28 -6.7211e+28 2.8213e+00 1.1741e+00 9.9691e+03 ✔ (h-type)
...
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Adding a condition that the current iterate should be primal feasible does not work (see https://github.com/cvanaret/Uno/pull/142).
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iter LS iter barrier step length phase regulariz step norm objective primal feas stationarity complementarity status
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0 - - - OPT - - -2.0000e-02 2.0000e-02 2.1667e+00 1.0000e-02 initial point
1 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 1.4833e-01 -2.0167e-01 1.3878e-17 4.8433e+00 1.0613e-01 ✔ (h-type)
2 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 4.3304e-01 -7.7865e-01 2.7756e-17 4.2281e+00 1.1652e-01 ✔ (f-type)
3 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 5.3824e+00 -8.8869e+00 8.2157e-15 1.6262e+00 1.2854e-01 ✔ (f-type)
4 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 3.7302e+02 -5.6819e+02 1.2212e-14 2.7878e+00 2.9589e-01 ✔ (f-type)
5 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 1.0915e+06 -1.6378e+06 1.2052e-10 1.2723e+00 3.7465e+00 ✔ (f-type)
6 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 2.9051e+11 -4.3577e+11 1.1943e-04 1.1741e+00 9.9691e+03 ✔ (f-type)
7 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 7.7294e+18 -1.1594e+19 1.0223e+03 1.1740e+00 1.0000e+09 ✔ (h-type)
8 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 4.4807e+28 -6.7211e+28 2.8213e+00 1.5000e+00 1.0000e+09 ✔ (h-type)
9 1 1.0000e-01 1.0000e+00 OPT 0.0000e+00 1.5058e+48 -2.2586e+48 3.2452e+32 - - ✘ (filter)
- 2 - 5.0000e-01 - - 7.5288e+47 -1.1293e+48 1.6226e+32 - - ✘ (filter)
- 3 - 2.5000e-01 - - 3.7644e+47 -5.6466e+47 8.1130e+31 - - ✘ (filter)
- 4 - 1.2500e-01 - - 1.8822e+47 -2.8233e+47 4.0565e+31 - - ✘ (filter)
- 5 - 6.2500e-02 - - 9.4110e+46 -1.4117e+47 2.0282e+31 - - ✘ (filter)
- 6 - 3.1250e-02 - - 4.7055e+46 -7.0583e+46 1.0141e+31 - - ✘ (filter)
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iter LS iter barrier step length phase regulariz step norm objective primal feas stationarity complementarity status
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- 7 - 1.5625e-02 - - 2.3528e+46 -3.5291e+46 5.0706e+30 - - ✘ (filter)
- 8 - 7.8125e-03 - - 1.1764e+46 -1.7646e+46 2.5353e+30 - - ✘ (filter)
- 9 - 3.9062e-03 - - 5.8819e+45 -8.8228e+45 1.2677e+30 - - ✘ (filter)
- 10 - 1.9531e-03 - - 2.9409e+45 -4.4114e+45 6.3383e+29 - - ✘ (filter)
- 11 - 9.7656e-04 - - 1.4705e+45 -2.2057e+45 3.1691e+29 - - ✘ (filter)
- 12 - 4.8828e-04 - - 7.3524e+44 -1.1029e+45 1.5846e+29 - - ✘ (filter)
- 13 - 2.4414e-04 - - 3.6762e+44 -5.5143e+44 7.9228e+28 - - ✘ (filter)
- 14 - 1.2207e-04 - - 1.8381e+44 -2.7571e+44 3.9614e+28 - - ✘ (filter)
- 15 - 6.1035e-05 - - 9.1904e+43 -1.3786e+44 1.9807e+28 - - ✘ (filter)
- 16 - 3.0518e-05 - - 4.5952e+43 -6.8928e+43 9.9035e+27 - - ✘ (filter)
- 17 - 1.5259e-05 - - 2.2976e+43 -3.4464e+43 4.9518e+27 - - ✘ (filter)
- 18 - 7.6294e-06 - - 1.1488e+43 -1.7232e+43 2.4759e+27 - - ✘ (filter)
- 19 - 3.8147e-06 - - 5.7440e+42 -8.6160e+42 1.2379e+27 - - ✘ (filter)
- 20 - 1.9073e-06 - - 2.8720e+42 -4.3080e+42 6.1897e+26 - - ✘ (filter)
- 21 - 9.5367e-07 - - 1.4360e+42 -2.1540e+42 3.0949e+26 - - ✘ (filter)
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iter LS iter barrier step length phase regulariz step norm objective primal feas stationarity complementarity status
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- 22 - 4.7684e-07 - - 7.1800e+41 -1.0770e+42 1.5474e+26 - - small step length
- - - - - - - - - - - The inertia correction got unstable (delta_w > threshold)
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@leyffer should we simply switch to feasibility restoration when unboundedness is detected and the current iterate is not primal feasible?
For future reference, this is the /media/data/AMPL/MathOptInterface/linear/dual_infeasible instance.
