Count the number of evauations of the objective function

Specific Domains Optimization (Mathematical)
1

Hello, I am using JuMP with the Ipopt solver to optimize certain optimization problem. And I need to get the number of evaluations of the objective function. When I run my program I get some information such as:

Number of objective function evaluations             = 16
Number of objective gradient evaluations             = 9
Number of equality constraint evaluations            = 0
Number of inequality constraint evaluations          = 16
Number of equality constraint Jacobian evaluations   = 0
Number of inequality constraint Jacobian evaluations = 1
Number of Lagrangian Hessian evaluations             = 2
Total CPU secs in IPOPT (w/o function evaluations)   =     10.678
Total CPU secs in NLP function evaluations           =      3.843

But this information is given just as a text. I want to know if there is a way to ask for the Number of objective function evaluations

Thanks

2

No one knows anything about this???

3

Hi Ariel,

you can transform the problem into an NLPModel and then run Ipopt through NLPModelsIpopt.
The number of function evaluations is obtainable through neval_obj(nlp).
Short example:

using NLPModels, NLPModelsIpopt, NLPModelsJuMP

# Define your jump_model
nlp = MathOptNLPModel(jump_model)
output = ipopt(nlp)
neval_obj(nlp)

For more information, here are the docs of NLPModels, and in this video and the ones after, I create a solver and compare it against Ipopt, so some parts are useful.

2 Likes
4

I don’t think there is an easy way to get this from Ipopt and JuMP.