Knitro_nlp stops at NaN values
Jiarui Liu
Academic License
(NOT FOR COMMERCIAL USE)
Artelys Knitro 12.1.1
=======================================
Knitro presolve eliminated 0 variables and 0 constraints.
maxfevals: 100000
maxit: 100000
opttol: 1e-05
outlev: 4
par_concurrent_evals: 0
xtol: 1e-05
The problem is identified as bound constrained only.
Knitro changing algorithm from AUTO to 1.
Knitro changing bar_initpt from AUTO to 3.
Knitro changing bar_murule from AUTO to 4.
Knitro changing bar_penaltycons from AUTO to 0.
Knitro changing bar_penaltyrule from AUTO to 2.
Knitro changing bar_switchrule from AUTO to 0.
Knitro changing linesearch from AUTO to 2.
Knitro changing linsolver from AUTO to 2.
Knitro shifted start point to satisfy presolved bounds (4 variables).
Problem Characteristics ( Presolved)
-----------------------
Objective goal: Minimize
Objective type: general
Number of variables: 13 ( 13)
bounded below only: 4 ( 4)
bounded above only: 0 ( 0)
bounded below and above: 1 ( 1)
fixed: 0 ( 0)
free: 8 ( 8)
Number of constraints: 0 ( 0)
linear equalities: 0 ( 0)
quadratic equalities: 0 ( 0)
gen. nonlinear equalities: 0 ( 0)
linear one-sided inequalities: 0 ( 0)
quadratic one-sided inequalities: 0 ( 0)
gen. nonlinear one-sided inequalities: 0 ( 0)
linear two-sided inequalities: 0 ( 0)
quadratic two-sided inequalities: 0 ( 0)
gen. nonlinear two-sided inequalities: 0 ( 0)
Number of nonzeros in Jacobian: 0 ( 0)
Number of nonzeros in Hessian: 0 ( 91)
Iter fCount Objective FeasError OptError ||Step|| CGits
-------- -------- -------------- ---------- ---------- ---------- -------
0 2 9.090245e+01 0.000e+00
1 9 8.371066e+01 0.000e+00 1.059e+01 1.527e-01 0
2 31 8.371066e+01 0.000e+00 1.059e+01 0.000e+00 15
3 43 8.371066e+01 0.000e+00 1.059e+01 0.000e+00 5
EXIT: Primal feasible solution estimate cannot be improved; desired accuracy
in dual feasibility could not be achieved.
Final Statistics
----------------
Final objective value = -nan
Final feasibility error (abs / rel) = 0.00e+00 / 0.00e+00
Final optimality error (abs / rel) = 1.06e+01 / 1.16e-01
# of iterations = 3
# of CG iterations = 24
# of function evaluations = 54
# of gradient evaluations = 3
Total program time (secs) = 3654.68359 ( 33.505 CPU time)
Time spent in evaluations (secs) = 3654.20581
===============================================================================
Richard Waltz
Hi,
The best approach is to set the lower and upper bounds on the variables (or impose other problem constraints) to exclude the region where the NaN evaluations occur. Then you should set the user option
'honorbnds', 1 via the "knitro_options" function to enforce that all iterates stay inside the bounds throughout the optimization. Otherwise you might try to modify your objective function so that it doesn't evaluate to NaN. You should also experiment
with all four Knitro algorithms via the 'algorithm' option to see if a non-default algorithm works better.
If you want to share your model, we can try to take a look at it when we get a chance.
Best regards,
-Richard
|
Sent: Tuesday, January 4, 2022 2:28:28 PM
To: Artelys Knitro forum
Subject: [Knitro] Knitro_nlp stops at NaN values
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Jiarui
knitro_opts = knitro_options('algorithm',1, 'outlev', 4, 'gradopt', 1, 'hessopt', 2, 'maxfevals', 'maxit', 1e5, 'scale', 1, 'xtol', 1e-5, 'opttol', 1e-5, 'UseParallel', true, 'bar_maxcrossit',0, 'ms_enable', 1, 'ms_deterministic', 1, 'ms_maxsolves', 30, 'ms_num_to_save', 5, 'ms_savetol', 0.01, 'ms_terminate', 0, 'par_msnumthreads', 10, 'ms_maxbndrange', 5);
[that, ~, eflag, output, ~, grad, hess]=knitro_nlp(f,x0,[],[],[],[],lb,ub,[],[],knitro_opts,[]);
Is there a way to use parallel multi-start? Thanks a lot!
Richard Waltz
Hi,
Unfortunately the MATLAB Mex interface is not thread-safe so it is not possible to use the internal Knitro multi-start
procedure in parallel in knitromatlab. You can, however, try to implement your own custom multi-start at the MATLAB level using the MATLAB provided parallel tools (i.e. using a MATLAB "parfor" loop). This requires that you have the MATLAB Parallel Computing Toolbox however. There is an example of how to do this in the Knitro distribution at "knitromatlab/examples/exampleMultiStart.m".
Best regards,
-Richard
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Sent: Wednesday, January 19, 2022 11:27:15 AM
To: Artelys Knitro forum
Subject: Re: [Knitro] Knitro_nlp stops at NaN values
Jiarui
Richard Waltz
Hi,
It may be that your version of Knitro pre-dates the inclusion of that example. Attached is the example.
Best regards,
-Richard
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