IPOPT wrapper improvement to get more iteration information

[kanekosh]

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]

Codecov Report

❌ Patch coverage is 90.90909% with 3 lines in your changes missing coverage. Please review.
✅ Project coverage is 86.73%. Comparing base (8706115) to head (efa2c90).
⚠️ Report is 1 commits behind head on main.

Files with missing lines	Patch %	Lines
pyoptsparse/pyIPOPT/pyIPOPT.py	88.88%	3 Missing ⚠️

Additional details and impacted files

@@           Coverage Diff           @@
##             main     #459   +/-   ##
=======================================
  Coverage   86.72%   86.73%           
=======================================
  Files          24       24           
  Lines        3435     3460   +25     
=======================================
+ Hits         2979     3001   +22     
- Misses        456      459    +3     

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[marcomangano]

@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!

[kanekosh]

@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]

Also feel free to bump the patch version

[marcomangano]

I think it's fair to drop support for IPOPT 3.13 at this point, although that might count as a downstream breaking change?

[marcomangano]

Just a curiosity for the moment.. do you think intermediate could be used in the same way _snstop is used? #420 is stalled now but I wonder if we could extend similar features to IPOPT.

[kanekosh]

Yes, I think so

[ewu63]

Yep, eventually we can reorganize and refactor that part of the logic, it's a fairly common feature for optimizers to provide a per-iteration callback functionality.

[kanekosh]

I opened a PR to update the IPOPT version in our stable docker image (https://github.com/mdolab/docker/pull/298), so once that's merged I'll remove the IPOPT 3.13 support from this PR.

[ewu63]

@kanekosh can you rerun CI? I believe the base image was updated

[ewu63]

IIRC the docker image was never updated properly with the new IPOPT (the weekly full build is failing), is that why it's failing on this one image? If so then we should try and fix the docker build @kanekosh @A-CGray

[A-CGray]

IIRC the docker image was never updated properly with the new IPOPT (the weekly full build is failing), is that why it's failing on this one image? If so then we should try and fix the docker build @kanekosh @A-CGray

For some reason (not correlated with any changes we made to the docker images AFAIK), petsc4py has started failing to build on our stable images, see https://github.com/mdolab/docker/issues/299 for more info.

[ewu63]

Thanks for rerunning the builds, I think this is now ready @marcomangano

[marcomangano]

Nice!