From fd078956c9bcc4b319eefba35745f1e952c0bd81 Mon Sep 17 00:00:00 2001
From: Michiel Cottaar <MichielCottaar@protonmail.com>
Date: Fri, 2 Aug 2024 11:03:17 +0100
Subject: [PATCH] Ensure that there are strictly more variables then equality
constraints
This prevents the Ipopt optimiser to quit with: Feasible_Point_Found (see https://coin-or.github.io/Ipopt/OUTPUT.html)
---
src/build_sequences.jl | 11 +++++++----
1 file changed, 7 insertions(+), 4 deletions(-)
diff --git a/src/build_sequences.jl b/src/build_sequences.jl
index b53faeb..c9a715a 100644
--- a/src/build_sequences.jl
+++ b/src/build_sequences.jl
@@ -1,5 +1,5 @@
module BuildSequences
-import JuMP: Model, optimizer_with_attributes, optimize!, AbstractJuMPScalar, value, solution_summary, termination_status, LOCALLY_SOLVED, OPTIMAL, num_variables, all_variables, set_start_value, ALMOST_LOCALLY_SOLVED, objective_value, INVALID_MODEL, @variable, @objective, @constraint, raw_status
+using JuMP
import Ipopt
import Juniper
import ..Scanners: Scanner, gradient_strength, Default_Scanner
@@ -95,6 +95,10 @@ function build_sequence(f::Function, scanner::Union{Nothing, Scanner}, model::Tu
end
end
+function number_equality_constraints(model::Model)
+ sum([num_constraints(model, expr, comp) for (expr, comp) in JuMP.list_of_constraint_types(model) if comp <: MOI.EqualTo])
+end
+
function optimise_with_cost_func(jump_model::Model, cost_func, n_attempts)
@objective jump_model Min cost_func
min_objective = Inf
@@ -107,11 +111,10 @@ function optimise_with_cost_func(jump_model::Model, cost_func, n_attempts)
set_start_value(var, v)
end
end
- optimize!(jump_model)
- while termination_status(jump_model) == INVALID_MODEL
+ for _ in num_variables(jump_model):number_equality_constraints(jump_model)
@variable(jump_model)
- optimize!(jump_model)
end
+ optimize!(jump_model)
if termination_status(jump_model) in (LOCALLY_SOLVED, OPTIMAL)
if objective_value(jump_model) < min_objective
min_objective = objective_value(jump_model)
--
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