IPOPT wrapper improvement to get more iteration information #459

kanekosh · 2025-10-02T20:40:17Z

Purpose

Modified IPOPT wrapper to get information like optimality, feasibility, barrier parameters, etc. at each iteration using cyipopt's intermediate callback
Introduced a major iteration flag to IPOPT (previously it was always set to True even for line search iterations). Note that I think the "major iteration" is the SNOPT terminology so not sure if it is appropriate to use the same for IPOPT. In the current IPOPT wrapper, I set major=True for the top-level iterations that compute new search iterations, and the line search iterations are not flagged as major.
Added an example to plot SNOPT and IPOPT's optimality and feasibility history on the hs015 problem.

Expected time until merged

No rush

Type of change

Bugfix (non-breaking change which fixes an issue)
New feature (non-breaking change which adds functionality)
Breaking change (non-backwards-compatible fix or feature)
Code style update (formatting, renaming)
Refactoring (no functional changes, no API changes)
Documentation update
Maintenance update
Other (please describe)

Testing

Checklist

I have run ruff check and ruff format to make sure the Python code adheres to PEP-8 and is consistently formatted
I have formatted the Fortran code with fprettify or C/C++ code with clang-format as applicable
I have run unit and regression tests which pass locally with my changes
I have added new tests that prove my fix is effective or that my feature works
I have added necessary documentation

codecov · 2025-10-02T20:57:18Z

Codecov Report

❌ Patch coverage is 88.88889% with 4 lines in your changes missing coverage. Please review.
✅ Project coverage is 86.27%. Comparing base (bee4701) to head (bd940ca).

Files with missing lines	Patch %	Lines
pyoptsparse/pyIPOPT/pyIPOPT.py	87.09%	4 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #459      +/-   ##
==========================================
- Coverage   86.27%   86.27%   -0.01%     
==========================================
  Files          24       24              
  Lines        3432     3461      +29     
==========================================
+ Hits         2961     2986      +25     
- Misses        471      475       +4

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marcomangano · 2025-10-03T16:08:32Z

@kanekosh looks like the tests are failing on stable because the Ipopt version we pin does not support one of the wrapper calls:

RuntimeError: get_current_violations only supports Ipopt version >=3.14.0 CyIpopt is compiled with version 3.13.4

I will take a look at the PR in the next few days, but this sounds like a welcome improvement!

…popt-get-conv

kanekosh · 2025-10-03T23:03:48Z

@kanekosh looks like the tests are failing on stable because the Ipopt version we pin does not support one of the wrapper calls:
RuntimeError: get_current_violations only supports Ipopt version >=3.14.0 CyIpopt is compiled with version 3.13.4
I will take a look at the PR in the next few days, but this sounds like a welcome improvement!

Thanks, I added a check on the IPOPT version so this is fixed now.

ewu63 · 2025-10-11T04:08:36Z

tests/test_hs015.py

-        optOptions = self.optOptions.pop(self.optName, None)
+        store_vars = ["alg_mod", "d_norm", "regularization_size", "ls_trials"]
+        # check IPOPT version and add more variables to save_major_iteration_variables if IPOPT>=3.14
+        ipopt_314 = False


IMO we do not need to support IPOPT<3.14 in tests, because 3.14.0 came out in 2021. We can just make sure we're installing sufficiently new versions of IPOPT in tests (I guess in Docker which we already do, and maybe we can pin in conda-forge)

I agree, but our stable Docker image still uses IPOPT 3.13.4, so we'll need to update that on the Docker side for the tests here to pass. I'll bring this up in the Docker repo.

ewu63 · 2025-10-11T04:11:57Z

doc/optimizers/IPOPT_options.yaml

+
+    In addition, a set of default parameters are saved to the history file and cannot be changed. These are
+
+    - ``feasibility``: primal infeasibility (called ``inf_pr`` in IPOPT)


I kind of want to keep this Python wrapper "thin", and not introduce new names for parameters that are already called certain things in the IPOPT community. Therefore I think it's probably best if we keep the same IPOPT names here, even though many have analogues with SNOPT. It will make some postprocessing annoying across optimizers, but they will be apple to oranges comparisons since they will use different scaling etc. to compute these parameters.

Good point, I updated the variable names to follow what IPOPT/cyIPOPT uses.

ewu63 · 2025-10-11T04:12:49Z

tests/test_hs015.py

 from parameterized import parameterized

+try:
+    # External modules


Similarly we can get rid of this import

ewu63 · 2025-10-11T04:13:49Z

Also feel free to bump the patch version

kanekosh added 6 commits October 2, 2025 15:00

save IPOPT iteration histories

fc14cc5

optional parameters

8b174c6

introduce major iteration flag to IPOPT

6bd9961

docs

85c370a

test and example

a3566cd

improve error handling

efd4cac

kanekosh requested a review from a team as a code owner October 2, 2025 20:40

kanekosh requested review from ArshSaja and sanjan98 October 2, 2025 20:40

Merge branch 'main' into ipopt-get-conv

ea0d6f9

kanekosh added 3 commits October 3, 2025 18:08

check if IPOPT>=3.14

1840b5e

Merge branch 'ipopt-get-conv' of github.com:mdolab/pyoptsparse into i…

2a5f543

…popt-get-conv

remove unnecessary get_current_iterate

c688021

kanekosh and others added 2 commits October 6, 2025 10:11

Merge branch 'main' into ipopt-get-conv

90f3cf0

isort and pre-commit fixes

b7e039b

ewu63 reviewed Oct 11, 2025

View reviewed changes

kanekosh and others added 3 commits October 12, 2025 15:24

rename iter variables to follow IPOPT

a51a734

fix variable names in test

d47913e

Merge branch 'main' into ipopt-get-conv

bd940ca

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IPOPT wrapper improvement to get more iteration information #459

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		In addition, a set of default parameters are saved to the history file and cannot be changed. These are

		- ``feasibility``: primal infeasibility (called ``inf_pr`` in IPOPT)

IPOPT wrapper improvement to get more iteration information #459

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IPOPT wrapper improvement to get more iteration information #459

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kanekosh commented Oct 2, 2025

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