I try to optimize a nonlinear problem with Ipopt (v0.6.1) using JuMP (v0.20.1).
When the algorithm terminates, the output message is:
“EXIT: Restoration Failed!
Restoration phase converged to a feasible point that is
unacceptable to the filter for the original problem.
Restoration phase in the restoration phase failed.”
I read in Ipopt documentation that it could happen if the problem is highly degenerate, does not satisfy the constraint qualification or if NLP code provides incorrect derivative information.
I use the following Ipopt Options:
- derivative_test=“first-order” and no errors are detected by derivative checker
- print_info_string=“yes” and before entering in the restoration phase, letter “L” appears at the end of an iteration line with the diagnostic meaning: “Degenerate Jacobian, δc already perturbed”
What should I do?
Are there other tests can I implement to find out where the problem is?
I’m new in optimization problems so I apologize in advance for errors and oversights.