Hello, I am using JuMP and Ipopt. It was all working but it failed after my Mac upgrade to Big Sur. I cannot even get the basic examples to work. The code runs, but the solver fails to find a solution due to numerical issues.
I suspect it is due to some problems with the libraries, but after a lot of debugging, reinstalling packages, brew, xcode, etc. I am at a loss. I am no expert, so any help from someone who has run into this issue would be greatly appreciated!
Sample code that runs into EXIT: Restoration Failed!
using JuMP, Ipopt
model = Model(with_optimizer(Ipopt.Optimizer))
@variable(model, x, start = 0.0)
@variable(model, y, start = 0.0)
@NLobjective(model, Min, (1 - x) ^ 2 + 100 * (y - x ^ 2) ^ 2)
JuMP.optimize!(model)
I do not seem to be able to run the command that you suggest… (sorry, I only use Julia for mathematical programming, so I am not very familiar with it otherwise)
I have been exploring, and it seems to be a numerical problem with the derivatives that is affecting how the solver is deciding the next steps (or sth similar). For example, the above program works if I start it at the optimum. But almost exclusively when I do, otherwise it derails in different ways.
This works:
@variable(model, x, start = 1.0)
@variable(model, y, start = 1.0)
This start leads to: EXIT: Restoration Failed!
@variable(model, x, start = 0.0)
@variable(model, y, start = 0.0)
This start leads to a different error: EXIT: Iterates diverging; problem might be unbounded.
@variable(model, x, start = 0.9)
@variable(model, y, start = 1.0)
This is a simple example, but the same seems to happen to my code that was working before upgrading to Big Sur…
Ok, never mind. I restarted everything and it finally works. Not sure why the update of Mac threw everything off, thank you for your patience!!! After all day re-installing packages, Julia, and everything else from scratch, not sure why it didn’t pick up the latest version!!!