我正在使用通过 OpenMDAO 实现的 IPOPT，并且在理解和控制停止标准时遇到了一些麻烦。
这是我具体经历的情况：最初，IPOPT 能够找到一个看起来要好得多的解决方案，尽管稍微违反了约束（直觉告诉我，调整一些参数可能会将其带入可行区域）。从这个讨论中，我了解到“在求解器在最终迭代中完成收敛之前，不一定会满足线性或非线性等式或不等式约束”，所以我想知道我是否可以更改容差以使求解器开始完全尽快满足约束（我什至理解正确吗？）。目前几乎所有的评估都处于不可行的状态。
我意识到这种方法会导致不太理想的解决方案，但我的函数评估在计算上相当昂贵，所以我希望能够对提前退出进行某种控制，但结果可行。在查看IPOPT 终止文档时，我不清楚如何做到这一点。( dual_inf_tol?)
这是一个尚未收敛的优化的一些输出，以防万一。我的每个参数都在大约 -30 到 +30 的数量级上，并且我的约束都具有 1.0 的上限。
This is Ipopt version 3.11.7, running with linear solver ma27.
Number of nonzeros in equality constraint Jacobian...: 0
Number of nonzeros in inequality constraint Jacobian.: 144
Number of nonzeros in Lagrangian Hessian.............: 0
Total number of variables............................: 12
variables with only lower bounds: 0
variables with lower and upper bounds: 12
variables with only upper bounds: 0
Total number of equality constraints.................: 0
Total number of inequality constraints...............: 12
inequality constraints with only lower bounds: 0
inequality constraints with lower and upper bounds: 0
inequality constraints with only upper bounds: 12
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
0 2.2773950e-10 4.72e-02 4.31e-01 0.0 0.00e+00 - 0.00e+00 0.00e+00 0
1 -4.9176078e-05 4.70e-02 9.91e-02 -4.8 9.65e-02 - 9.86e-01 1.00e+00h 1
2 2.1621729e-03 4.03e-02 1.12e-02 -2.8 8.31e-02 - 9.93e-01 1.00e+00h 1
3 2.4150351e-03 3.95e-02 7.40e-01 -3.3 5.27e-02 - 1.00e+00 1.86e-01h 1
4 1.3194689e-02 5.61e-03 3.60e-01 -3.4 4.16e-01 - 1.00e+00 1.00e+00h 1
5 1.4923797e-02 5.70e-04 2.12e+00 -4.8 7.84e-02 - 1.00e+00 1.00e+00h 1
6 1.1292725e-02 1.03e-02 6.11e-01 -4.3 1.28e-01 - 9.91e-01 1.00e+00h 1
7 -3.0932752e-02 1.78e-01 2.37e-02 -2.7 4.93e+01 - 9.77e-01 3.04e-02f 1
8 -1.0919263e-01 1.41e-01 1.83e-02 -3.7 6.55e+01 - 1.97e-01 2.13e-01h 1
9 -1.0200310e-02 6.29e-02 2.12e-01 -1.0 8.84e+02 - 1.91e-01 3.11e-02f 1
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
10 1.4379416e-02 7.83e-02 6.69e-02 -1.8 2.72e+01 - 5.78e-01 4.76e-01h 1
11 -6.2485434e-02 3.98e-02 4.35e-02 -1.8 2.23e+01 - 6.03e-01 1.00e+00h 1
12 -1.2862241e-01 1.22e-01 3.52e-03 -2.4 8.08e+00 - 1.00e+00 9.90e-01h 1
13 -1.4931148e-01 1.03e-01 1.28e-01 -3.5 7.31e+00 - 8.14e-01 1.00e+00h 1
14 -1.5628632e-01 1.73e-01 6.53e-02 -2.3 1.62e+01 - 1.00e+00 9.20e-01f 1
15 -1.4969877e-01 2.81e-02 5.75e-02 -2.4 1.44e+01 - 1.00e+00 9.86e-01h 1
16 -1.5014809e-01 1.13e-01 3.08e-02 -2.6 5.97e+00 - 9.57e-01 1.00e+00h 1
17 -1.5492389e-01 1.97e-02 6.94e+00 -3.3 3.98e+00 - 9.91e-01 1.00e+00h 1
18 -1.6660309e-01 5.33e-02 1.37e-02 -3.0 4.11e+00 - 9.90e-01 1.00e+00h 1
19 -1.6258901e-01 2.00e-01 7.76e-02 -2.7 5.95e+01 - 1.00e+00 1.72e-01h 2
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
20 -1.8526459e-01 3.63e-01 3.54e-02 -2.7 2.48e+01 - 4.07e-01 1.00e+00h 1
21 -1.7711436e-01 7.11e-02 1.58e-02 -3.1 1.31e+01 - 9.35e-01 1.00e+00h 1
22 -1.7548211e-01 4.64e-02 1.90e-01 -3.1 6.76e+00 - 5.89e-01 1.00e+00h 1
23 -1.8872718e-01 5.14e-01 5.11e-02 -2.7 8.01e+00 - 1.00e+00 9.03e-01h 1
24 -2.2657415e-01 1.51e+00 4.27e-03 -2.8 4.58e+01 - 4.16e-01 7.23e-01h 1
25 -2.1865212e-01 9.90e-01 1.52e+01 -2.8 1.94e+01 - 1.00e+00 4.04e-01h 1
26 -2.1865639e-01 9.90e-01 1.52e+01 -2.2 2.05e+01 - 9.93e-01 3.40e-04h 6
27 -2.1869343e-01 9.92e-01 1.51e+01 -3.3 2.94e+00 - 1.05e-02 1.05e-02s 16
28 -2.1869424e-01 9.91e-01 2.56e+05 -3.1 5.56e+00 - 1.00e+00 1.06e-04h 1
29r-2.1869424e-01 9.91e-01 6.51e+02 0.0 0.00e+00 - 0.00e+00 2.66e-07R 3
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
30r-2.1042636e-01 9.23e-01 1.85e+03 1.6 3.78e+02 - 1.00e+00 7.81e-04f 1
31 -2.1041707e-01 9.23e-01 8.99e+02 -4.8 1.50e+01 - 3.50e-01 3.85e-04h 1
32r-2.1041707e-01 9.23e-01 6.36e+02 1.2 0.00e+00 - 0.00e+00 4.82e-07R 4
33r-8.8862276e-03 4.97e-01 6.37e+02 3.1 1.26e+03 - 1.07e-02 6.68e-03f 1
34r-1.5970781e-02 5.08e-01 5.67e+02 1.4 1.32e+01 - 1.00e+00 4.22e-02f 1
35 8.0787130e-04 9.17e-03 8.87e+01 1.1 1.88e+02 - 4.69e-02 1.25e-01f 1
36 -2.3518550e-02 0.00e+00 1.37e+04 0.4 2.17e+00 - 3.97e-03 1.00e+00f 1
37 -1.8805455e-02 0.00e+00 1.11e+00 0.4 9.51e-01 - 1.00e+00 1.00e+00h 1
38 -1.7449909e-02 0.00e+00 3.81e-01 -0.3 1.72e+00 - 9.86e-01 1.00e+00f 1
39 -2.3978737e-02 0.00e+00 2.15e-02 -1.0 3.61e+00 - 1.00e+00 1.00e+00h 1
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
40 -2.4302684e-02 0.00e+00 1.38e-02 -3.1 3.49e-02 - 9.96e-01 1.00e+00h 1
41 -2.5007489e-02 0.00e+00 2.59e-02 -4.3 2.59e-02 - 9.97e-01 1.00e+00h 1
42 -2.5718840e-02 0.00e+00 2.61e-02 -5.9 2.61e-02 - 1.00e+00 1.00e+00h 1
43 -2.6430293e-02 0.00e+00 2.61e-02 -7.3 2.61e-02 - 1.00e+00 1.00e+00h 1
44 -7.4175847e-02 1.51e-02 2.61e-02 -5.3 2.96e+05 - 7.07e-06 5.89e-06f 1
45 -1.3141330e-01 1.27e-01 2.61e-02 -7.4 3.72e+05 - 2.02e-05 1.13e-05f 1
46 -1.5205276e-01 1.58e-01 2.61e-02 -7.4 2.22e+04 - 9.04e-04 1.16e-04f 1
47 -1.7484215e-01 2.50e-01 2.60e-02 -7.4 2.76e+04 - 8.48e-04 2.40e-04f 1
48 -1.8401410e-01 2.76e-01 2.60e-02 -7.4 3.18e+04 - 1.07e-03 6.43e-05f 1
49 -1.9843226e-01 3.54e-01 2.60e-02 -5.1 2.08e+04 - 1.65e-03 2.72e-04f 1
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
50 -2.1122735e-01 9.43e-01 2.60e-02 -5.2 2.08e+04 - 3.03e-03 4.51e-04f 1
51 -2.1122463e-01 9.43e-01 2.59e-02 -5.1 6.90e-01 - 6.08e-04 1.49e-04h 1
52 -1.7577586e-01 5.51e-01 1.67e-01 -5.8 1.34e+00 - 1.00e+00 1.00e+00h 1
53 -1.7055963e-01 5.20e-01 7.44e+00 -4.0 3.27e+00 - 2.92e-01 6.02e-02h 1
54 -7.0194072e-02 2.42e-01 5.35e+03 -4.0 3.62e+00 - 8.83e-02 1.00e+00h 1
55 -7.0281067e-02 2.43e-01 6.22e+00 -4.0 4.94e-02 - 4.30e-01 1.00e+00h 1
56 -7.0328967e-02 2.45e-01 2.62e-02 -4.0 2.02e-03 - 1.00e+00 1.00e+00h 1
57 -7.0328879e-02 2.45e-01 6.00e+00 -4.0 2.39e-01 - 1.00e+00 8.29e-05h 2
58 -6.6871118e-02 2.29e-01 4.76e+00 -4.0 4.28e+00 - 5.76e-02 6.70e-02h 1
59 -6.5418550e-02 2.23e-01 6.38e+00 -4.0 5.06e+00 - 1.00e+00 2.97e-02h 1
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
60 -6.1144197e-02 1.94e-01 5.06e+00 -4.0 5.21e+00 - 1.00e+00 1.09e-01h 1
61 -1.4374533e-01 6.24e-02 5.31e-01 -4.0 6.05e+00 - 1.32e-01 1.00e+00h 1
62 -1.9075327e-01 1.76e-01 1.15e-01 -4.0 1.56e+01 - 7.66e-01 1.80e-01h 1
63 -1.6009455e-01 1.04e-01 2.07e-02 -3.8 3.17e+00 - 1.00e+00 1.00e+00h 1
64 -1.6095612e-01 1.54e-01 4.94e-03 -2.8 6.40e+00 - 1.00e+00 1.00e+00f 1
65 -1.6644868e-01 1.13e-01 2.36e-02 -2.8 5.98e+00 - 1.00e+00 6.06e-01h 1
66 -1.7023044e-01 1.14e-01 1.87e-02 -2.8 7.48e+00 - 1.00e+00 1.00e+00h 1
67 -1.8720782e-01 1.65e-01 1.03e-03 -2.8 4.63e+00 - 1.00e+00 1.00e+00h 1
我对 IPOPT 还很陌生，所以如果很明显我误解了任何东西或者优化显然表现不佳（我有我的怀疑......），请随时纠正我。