@(@\newcommand{\R}[1]{ {\rm #1} }
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This is cppad_mixed--20220519 documentation: Here is a link to its
current documentation
.
Discussion
The following is a description, by column name, of the output for each iteration
when its
print_level
option is 5.
This information comes from the
ipopt output
documentation.
iter
The current iteration count.
This includes regular iterations and iterations during the 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 unscaled constraint violation at the current point.
This quantity is the infinity-norm (max) of the (unscaled) constraint
violation for @(@
g(x)
@)@ in the Ipopt documentation.
During the restoration phase, this value remains the constraint
violation of the original problem at the current point.
The option inf_pr_output can be used to switch to the printing of
a different quantity.
inf_du
The scaled dual infeasibility at the current point.
This quantity measure the infinity-norm (max) of the
internal dual infeasibility, i.e, the derivative of the lagragian
with respect to the primal variables
@[@
\nabla f(x) \nabla c(x) \lambda - z
@]@
where @(@
z
@)@ are the lagrange multipliers for the box constraints and
@(@
c(x)
@)@ are the nonlinear equality constraints
(inequality constraints are reformulated using slack variables
and problem scaling).
During the restoration phase,
this is the value of the dual infeasibility for the restoration phase problem.
lg(mu)
@(@
\log_{10}
@)@of the value of the barrier parameter @(@
\mu
@)@.
||d||
The infinity norm (max) of the primal step
(for the original variables @(@
x
@)@ and the internal slack
variables @(@
s
@)@).
During the restoration phase,
this value includes the values of additional variables that
capture the violation in @(@
c(x) = 0
@)@.
lg(rg)
@(@
\log_{10}
@)@of the value of the regularization term for the Hessian
of the Lagrangian in the augmented system.
A dash (-) indicates that no regularization was done.
alpha_du
The step size for the dual variables for the box constraints in the
equality constrained formulation; i.e., @(@
z
@)@.
alpha_pr
The step size for the primal variables
@(@
x
@)@ and @(@
\lambda
@)@ in the equality constrained formulation.
The number is usually followed by a character for additional diagnostic
information regarding the step acceptance criterion.
ls
The number of backtracking line search steps
(does not include second-order correction steps).
Reference
A. Wachter and L. T. Biegler.,
On the implementation of a primal-dual interior point
filter line search algorithm for large-scale nonlinear programming.
Mathematical Programming, 106(1):25-57, 2006.
Input File: omh/ipopt_trace.omh
