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@(@\newcommand{\B}[1]{ {\bf #1} } \newcommand{\R}[1]{ {\rm #1} } \newcommand{\W}[1]{ \; #1 \; }@)@ This is dismod_at-20221105 documentation: Here is a link to its current documentation .
The Fixed Effects Optimization Trace Table

Discussion
trace_fixed_id
iter
obj_value
inf_pr
inf_du
mu
d_norm
regularization_size
alpha_du
alpha_pr
ls_trials
restoration
Reference

Discussion
The trace_fixed table contains the ipopt trace information for optimizing the fixed effects during the most recent fit fixed or fit both command. Each row of this table corresponds to one iteration of the fixed effects optimization.

trace_fixed_id
This column has type integer and is the primary key for the data table. Its initial value is zero, and it increments by one for each row. Note that all the variables and constraints have been re-scaled by dismod_at and cppad_mixed before ipopt even sees the problem.

iter
This column has type integer and is the current iteration count (which is equal to trace_fixed_id ). This includes regular iterations and iterations during the restoration phase.

obj_value
This column has type real and is the objective value at the current point.

inf_pr
This column has type real and is the constraint violation at the current point. This quantity is the infinity-norm (max) of the 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
This column has type real and is the dual infeasibility at the current point. This quantity measure the infinity-norm (max) of the internal dual infeasibility, i.e, the derivative of the lagrangian 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.

mu
This column has type real and is the value of the barrier parameter @(@ \mu @)@.

d_norm
This column has type real and is 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 @)@.

regularization_size
This column has type real and is the value of the regularization term for the Hessian of the Lagrangian in the augmented system.

alpha_du
This column has type real and is the step size for the dual variables for the box constraints in the equality constrained formulation; i.e., @(@ z @)@.

alpha_pr
This column has type real and is 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_trials
This column has type integer and is the number of backtracking line search steps (does not include second-order correction steps).

restoration
This column has type integer is zero or one. If it is one (zero), this is a restoration iteration (is not a restoration iteration).

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/table/trace_fixed_table.omh