This could be for any number of reasons. I don’t have any good way of troubleshooting this.
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You may want to try providing a starting solution using the
start
keyword in@variable
. (See the docs Nonlinear Modeling — JuMP -- Julia for Mathematical Optimization 0.18 documentation) -
I would also try changing the tolerances in Ipopt.
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If you have any random inputs make sure you set the same seed.
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Your problem might also be poorly scaled. It looks like your objective value is on the order of 10^9. If you have very large and very small coefficients / variable values, it can lead to numeric difficulties with the solvers.