Uno
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Published
1 month ago
•
cvanaret
cvanaret
Infeasibility detection
Is this expected behavior? Failed with suboptimal point seems like the wrong status to report.
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)
@variable(model, y)
@constraint(model, y == exp(x))
@constraint(model, x == y^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, 2 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 │ 1 │ 0 │ 0 │ initial point │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ 1 │ 1 │ 0.02 │ 1 │ OPT │ 0 │ 1 │ 0 │ 1 │ - │ - │ rejected (h-type) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 2 │ - │ 0.5 │ - │ - │ 0.5 │ 0 │ 0.75 │ 0 │ 0 │ accepted (h-type) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ 2 │ - │ 0.02 │ - │ OPT │ - │ - │ - │ - │ - │ - │ - │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ 2 │ 1 │ 0.5 │ 1 │ FEAS │ 0 │ 0.0483041 │ 0 │ 0.753481 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 2 │ - │ 0.5 │ - │ - │ 0.0241521 │ 0 │ 0.750873 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 3 │ - │ 0.25 │ - │ - │ 0.012076 │ 0 │ 0.750218 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 4 │ - │ 0.125 │ - │ - │ 0.00603802 │ 0 │ 0.750055 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 5 │ - │ 0.0625 │ - │ - │ 0.00301901 │ 0 │ 0.750014 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 6 │ - │ 0.03125 │ - │ - │ 0.0015095 │ 0 │ 0.750003 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 7 │ - │ 0.015625 │ - │ - │ 0.000754752 │ 0 │ 0.750001 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 8 │ - │ 0.0078125 │ - │ - │ 0.000377376 │ 0 │ 0.75 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 9 │ - │ 0.00390625 │ - │ - │ 0.000188688 │ 0 │ 0.75 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 10 │ - │ 0.00195312 │ - │ - │ 9.4344e-05 │ 0 │ 0.75 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 11 │ - │ 0.000976562 │ - │ - │ 4.7172e-05 │ 0 │ 0.75 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ iter │ LS iter │ barrier param. │ step length │ phase │ regularization │ step norm │ objective │ primal feas. │ stationarity │ complementarity │ status │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 12 │ - │ 0.000488281 │ - │ - │ 2.3586e-05 │ 0 │ 0.75 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 13 │ - │ 0.000244141 │ - │ - │ 1.1793e-05 │ 0 │ 0.75 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 14 │ - │ 0.00012207 │ - │ - │ 5.8965e-06 │ 0 │ 0.75 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 15 │ - │ 6.10352e-05 │ - │ - │ 2.94825e-06 │ 0 │ 0.75 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 16 │ - │ 3.05176e-05 │ - │ - │ 1.47413e-06 │ 0 │ 0.75 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 17 │ - │ 1.52588e-05 │ - │ - │ 7.37063e-07 │ 0 │ 0.75 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 18 │ - │ 7.62939e-06 │ - │ - │ 3.68531e-07 │ 0 │ 0.75 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 19 │ - │ 3.8147e-06 │ - │ - │ 1.84266e-07 │ 0 │ 0.75 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 20 │ - │ 1.90735e-06 │ - │ - │ 9.21328e-08 │ 0 │ 0.75 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ 21 │ - │ 9.53674e-07 │ - │ - │ 4.60664e-08 │ 0 │ 0.75 │ - │ - │ rejected (restoration) │
├───────┼─────────┼────────────────┼─────────────┼───────┼────────────────┼──────────────┼─────────────┼───────────────┼──────────────┼─────────────────┼────────────────────────┤
│ - │ - │ - │ - │ - │ - │ - │ - │ - │ - │ - │ LS failed │
└───────┴─────────┴────────────────┴─────────────┴───────┴────────────────┴──────────────┴─────────────┴───────────────┴──────────────┴─────────────────┴────────────────────────┘
Uno (LS feasibility_restoration waechter_filter_method primal_dual_interior_point)
Mon Oct 21 08:57:38 2024
────────────────────────────────────────
Status: Failed with suboptimal point
Objective value: 0
Primal feasibility: 0.5
┌ Stationarity residual: 0
└ Complementarity residual: 0
┌ Feasibility stationarity residual: 0
└ Feasibility complementarity residual: 0
┌ Infeasibility measure: 0.75
│ Objective measure: 0
└ Auxiliary measure: 0
CPU time: 0.006235s
Iterations: 2
Objective evaluations: 3
Constraints evaluations: 25
Objective gradient evaluations: 4
Jacobian evaluations: 4
Hessian evaluations: 3
Number of subproblems solved: 2
* 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) : 6.65090e-02
julia> print(read("/tmp/uno/model.nl", String))
g3 1 1 0
2 2 1 0 2 0
2 1
0 0
2 0 0
0 0 0 1
0 0 0 0 0
4 0
0 0
0 0 0 0 0
C0
o1
v1
o44
v0
C1
o2
n-1
o2
v1
v1
O0 0
n0
x2
0 0
1 0
r
4 0
4 0
b
3
3
k1
2
J0 2
0 0
1 0
J1 2
0 1
1 0
Infeasibility is indeed not detected. Here, the line search during feasibility restoration fails and it could be that the termination criteria of the feasibility problem are not tested. I will investigate further.
For future reference, my model's name is AMPL/JuMP/infeasible/infeasible_jump.nl.
