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Project: Testing 18.04
Path: julia-1-jump.ipynb
Views: 644Kernel: Julia 1.x
Julia JuMP + IpOpt
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v"1.0.3"
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In [5]:
******************************************************************************
This program contains Ipopt, a library for large-scale nonlinear optimization.
Ipopt is released as open source code under the Eclipse Public License (EPL).
For more information visit http://projects.coin-or.org/Ipopt
******************************************************************************
This is Ipopt version 3.12.10, running with linear solver mumps.
NOTE: Other linear solvers might be more efficient (see Ipopt documentation).
Number of nonzeros in equality constraint Jacobian...: 0
Number of nonzeros in inequality constraint Jacobian.: 0
Number of nonzeros in Lagrangian Hessian.............: 3
Total number of variables............................: 2
variables with only lower bounds: 0
variables with lower and upper bounds: 0
variables with only upper bounds: 0
Total number of equality constraints.................: 0
Total number of inequality constraints...............: 0
inequality constraints with only lower bounds: 0
inequality constraints with lower and upper bounds: 0
inequality constraints with only upper bounds: 0
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
0 1.0000000e+00 0.00e+00 2.00e+00 -1.0 0.00e+00 - 0.00e+00 0.00e+00 0
1 9.5312500e-01 0.00e+00 1.25e+01 -1.0 1.00e+00 - 1.00e+00 2.50e-01f 3
2 4.8320569e-01 0.00e+00 1.01e+00 -1.0 9.03e-02 - 1.00e+00 1.00e+00f 1
3 4.5708829e-01 0.00e+00 9.53e+00 -1.0 4.29e-01 - 1.00e+00 5.00e-01f 2
4 1.8894205e-01 0.00e+00 4.15e-01 -1.0 9.51e-02 - 1.00e+00 1.00e+00f 1
5 1.3918726e-01 0.00e+00 6.51e+00 -1.7 3.49e-01 - 1.00e+00 5.00e-01f 2
6 5.4940990e-02 0.00e+00 4.51e-01 -1.7 9.29e-02 - 1.00e+00 1.00e+00f 1
7 2.9144630e-02 0.00e+00 2.27e+00 -1.7 2.49e-01 - 1.00e+00 5.00e-01f 2
8 9.8586451e-03 0.00e+00 1.15e+00 -1.7 1.10e-01 - 1.00e+00 1.00e+00f 1
9 2.3237475e-03 0.00e+00 1.00e+00 -1.7 1.00e-01 - 1.00e+00 1.00e+00f 1
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
10 2.3797236e-04 0.00e+00 2.19e-01 -1.7 5.09e-02 - 1.00e+00 1.00e+00f 1
11 4.9267371e-06 0.00e+00 5.95e-02 -1.7 2.53e-02 - 1.00e+00 1.00e+00f 1
12 2.8189505e-09 0.00e+00 8.31e-04 -2.5 3.20e-03 - 1.00e+00 1.00e+00f 1
13 1.0095040e-15 0.00e+00 8.68e-07 -5.7 9.78e-05 - 1.00e+00 1.00e+00f 1
14 1.3288608e-28 0.00e+00 2.02e-13 -8.6 4.65e-08 - 1.00e+00 1.00e+00f 1
Number of Iterations....: 14
(scaled) (unscaled)
Objective...............: 1.3288608467480825e-28 1.3288608467480825e-28
Dual infeasibility......: 2.0183854587685121e-13 2.0183854587685121e-13
Constraint violation....: 0.0000000000000000e+00 0.0000000000000000e+00
Complementarity.........: 0.0000000000000000e+00 0.0000000000000000e+00
Overall NLP error.......: 2.0183854587685121e-13 2.0183854587685121e-13
Number of objective function evaluations = 36
Number of objective gradient evaluations = 15
Number of equality constraint evaluations = 0
Number of inequality constraint evaluations = 0
Number of equality constraint Jacobian evaluations = 0
Number of inequality constraint Jacobian evaluations = 0
Number of Lagrangian Hessian evaluations = 14
Total CPU secs in IPOPT (w/o function evaluations) = 0.202
Total CPU secs in NLP function evaluations = 0.051
EXIT: Optimal Solution Found.
x = 0.9999999999999899 y = 0.9999999999999792
In [6]:
This is Ipopt version 3.12.10, running with linear solver mumps.
NOTE: Other linear solvers might be more efficient (see Ipopt documentation).
Number of nonzeros in equality constraint Jacobian...: 2
Number of nonzeros in inequality constraint Jacobian.: 0
Number of nonzeros in Lagrangian Hessian.............: 3
Total number of variables............................: 2
variables with only lower bounds: 0
variables with lower and upper bounds: 0
variables with only upper bounds: 0
Total number of equality constraints.................: 1
Total number of inequality constraints...............: 0
inequality constraints with only lower bounds: 0
inequality constraints with lower and upper bounds: 0
inequality constraints with only upper bounds: 0
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
0 1.3288608e-28 8.00e+00 1.56e-13 -1.0 0.00e+00 - 0.00e+00 0.00e+00 0
1 5.0288811e+03 1.78e-15 1.04e+04 -1.0 5.34e+00 - 1.00e+00 1.00e+00h 1
2 2.9288883e+02 0.00e+00 2.25e+03 -1.0 7.07e-01 - 1.00e+00 1.00e+00f 1
3 5.6537755e+00 0.00e+00 2.04e+02 -1.0 2.30e-01 - 1.00e+00 1.00e+00f 1
4 2.8949941e+00 0.00e+00 2.39e+00 -1.0 2.55e-02 - 1.00e+00 1.00e+00f 1
5 2.8946076e+00 0.00e+00 3.43e-04 -1.0 3.07e-04 - 1.00e+00 1.00e+00f 1
6 2.8946076e+00 0.00e+00 7.87e-12 -5.7 4.42e-08 - 1.00e+00 1.00e+00f 1
Number of Iterations....: 6
(scaled) (unscaled)
Objective...............: 2.8946075504894604e+00 2.8946075504894604e+00
Dual infeasibility......: 7.8660411517716966e-12 7.8660411517716966e-12
Constraint violation....: 0.0000000000000000e+00 0.0000000000000000e+00
Complementarity.........: 0.0000000000000000e+00 0.0000000000000000e+00
Overall NLP error.......: 7.8660411517716966e-12 7.8660411517716966e-12
Number of objective function evaluations = 7
Number of objective gradient evaluations = 7
Number of equality constraint evaluations = 7
Number of inequality constraint evaluations = 0
Number of equality constraint Jacobian evaluations = 7
Number of inequality constraint Jacobian evaluations = 0
Number of Lagrangian Hessian evaluations = 6
Total CPU secs in IPOPT (w/o function evaluations) = 0.002
Total CPU secs in NLP function evaluations = 0.005
EXIT: Optimal Solution Found.
x = 2.7011471240982194 y = 7.2988528759017814
IpOpt test
In [7]:
Min x² + 2 x*y + y²
Subject to
x + y ≥ 1
0 ≤ x ≤ 2
0 ≤ y ≤ 30
This is Ipopt version 3.12.10, running with linear solver mumps.
NOTE: Other linear solvers might be more efficient (see Ipopt documentation).
Number of nonzeros in equality constraint Jacobian...: 0
Number of nonzeros in inequality constraint Jacobian.: 2
Number of nonzeros in Lagrangian Hessian.............: 3
Total number of variables............................: 2
variables with only lower bounds: 0
variables with lower and upper bounds: 2
variables with only upper bounds: 0
Total number of equality constraints.................: 0
Total number of inequality constraints...............: 1
inequality constraints with only lower bounds: 1
inequality constraints with lower and upper bounds: 0
inequality constraints with only upper bounds: 0
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
0 3.9999920e-04 9.80e-01 6.40e-01 -1.0 0.00e+00 - 0.00e+00 0.00e+00 0
1 3.2681447e-03 9.43e-01 7.36e-01 -1.0 3.92e-01 - 3.28e-02 4.75e-02h 1
2 1.1040193e+00 0.00e+00 1.51e+00 -1.0 7.62e-01 - 6.37e-01 1.00e+00f 1
3 1.1237215e+00 0.00e+00 2.18e-03 -1.0 2.05e-02 - 9.99e-01 1.00e+00f 1
4 1.0015482e+00 0.00e+00 2.83e-08 -2.5 5.93e-02 - 1.00e+00 1.00e+00f 1
5 1.0001417e+00 0.00e+00 1.50e-09 -3.8 3.92e-03 - 1.00e+00 1.00e+00f 1
6 1.0000018e+00 0.00e+00 1.84e-11 -5.7 1.81e-03 - 1.00e+00 1.00e+00f 1
7 9.9999998e-01 0.00e+00 2.49e-14 -8.6 2.00e-04 - 1.00e+00 1.00e+00f 1
Number of Iterations....: 7
(scaled) (unscaled)
Objective...............: 9.9999998250465849e-01 9.9999998250465849e-01
Dual infeasibility......: 2.4868995751603507e-14 2.4868995751603507e-14
Constraint violation....: 0.0000000000000000e+00 0.0000000000000000e+00
Complementarity.........: 3.1573161178575155e-09 3.1573161178575155e-09
Overall NLP error.......: 3.1573161178575155e-09 3.1573161178575155e-09
Number of objective function evaluations = 8
Number of objective gradient evaluations = 8
Number of equality constraint evaluations = 0
Number of inequality constraint evaluations = 8
Number of equality constraint Jacobian evaluations = 0
Number of inequality constraint Jacobian evaluations = 8
Number of Lagrangian Hessian evaluations = 7
Total CPU secs in IPOPT (w/o function evaluations) = 0.157
Total CPU secs in NLP function evaluations = 0.144
EXIT: Optimal Solution Found.
:Optimal
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Optimal
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x = 0.27864390938942063and y = 0.7213560818629086
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