Added test for new-style ipopt; fixed bug that wouldn't have been caught without it

Author: mrmundt

pyomo/contrib/solver/solvers/ipopt.py

@@ -622,6 +622,8 @@ def _parse_ipopt_output(self, output: Union[str, io.StringIO]) -> Dict[str, Any]
             r'Objective\.*:\s*([-+eE0-9.]+)\s+([-+eE0-9.]+)\s*'
             r'Dual infeasibility\.*:\s*([-+eE0-9.]+)\s+([-+eE0-9.]+)\s*'
             r'Constraint violation\.*:\s*([-+eE0-9.]+)\s+([-+eE0-9.]+)\s*'
+            # Next field is optional because it shows up in new-style ipopt output, but not old style
+            r'(?:Variable bound violation: *([-+eE0-9.]+) *([-+eE0-9.]+) *\s*)?'
             r'Complementarity\.*:\s*([-+eE0-9.]+)\s+([-+eE0-9.]+)\s*'
             r'Overall NLP error\.*:\s*([-+eE0-9.]+)\s+([-+eE0-9.]+)',
             output,
@@ -636,10 +638,14 @@ def _parse_ipopt_output(self, output: Union[str, io.StringIO]) -> Dict[str, Any]
                 "overall_nlp_error",
             ]
             scaled = {
-                k: float(v) for k, v in zip(fields, scaled_unscaled_match[0][0:10:2])
+                k: float(v)
+                for k, v in zip(fields, scaled_unscaled_match[0][0:10:2])
+                if v
             }
             unscaled = {
-                k: float(v) for k, v in zip(fields, scaled_unscaled_match[0][1:10:2])
+                k: float(v)
+                for k, v in zip(fields, scaled_unscaled_match[0][1:10:2])
+                if v
             }
 
             parsed_data.update(unscaled)

pyomo/contrib/solver/tests/solvers/test_ipopt.py

@@ -153,6 +153,7 @@ def test_version_cache(self):
         self.assertIsNone(opt._version_cache[1])
 
     def test_parse_output(self):
+        # Old ipopt style (<=3.13)
         output = """Ipopt 3.13.2: 
 
 ******************************************************************************
@@ -233,6 +234,74 @@ def test_parse_output(self):
         self.assertEqual(parsed_output["incumbent_objective"], 7.0136459513364959e-25)
         self.assertIn("final_scaled_results", parsed_output.keys())
 
+        # New ipopt style (3.14+)
+        output = """******************************************************************************
+This program contains Ipopt, a library for large-scale nonlinear optimization.
+ Ipopt is released as open source code under the Eclipse Public License (EPL).
+         For more information visit https://github.com/coin-or/Ipopt
+******************************************************************************
+
+This is Ipopt version 3.14.17, running with linear solver ma27.
+
+Number of nonzeros in equality constraint Jacobian...:        0
+Number of nonzeros in inequality constraint Jacobian.:        0
+Number of nonzeros in Lagrangian Hessian.............:        3
+
+Total number of variables............................:        2
+                     variables with only lower bounds:        0
+                variables with lower and upper bounds:        0
+                     variables with only upper bounds:        0
+Total number of equality constraints.................:        0
+Total number of inequality constraints...............:        0
+        inequality constraints with only lower bounds:        0
+   inequality constraints with lower and upper bounds:        0
+        inequality constraints with only upper bounds:        0
+
+iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
+   0  5.6500000e+01 0.00e+00 1.00e+02  -1.0 0.00e+00    -  0.00e+00 0.00e+00   0
+   1  2.4669972e-01 0.00e+00 2.22e-01  -1.0 7.40e-01    -  1.00e+00 1.00e+00f  1
+   2  1.6256267e-01 0.00e+00 2.04e+00  -1.7 1.48e+00    -  1.00e+00 2.50e-01f  3
+   3  8.6119444e-02 0.00e+00 1.08e+00  -1.7 2.36e-01    -  1.00e+00 1.00e+00f  1
+   4  4.3223836e-02 0.00e+00 1.23e+00  -1.7 2.61e-01    -  1.00e+00 1.00e+00f  1
+   5  1.5610508e-02 0.00e+00 3.54e-01  -1.7 1.18e-01    -  1.00e+00 1.00e+00f  1
+   6  5.3544798e-03 0.00e+00 5.51e-01  -1.7 1.67e-01    -  1.00e+00 1.00e+00f  1
+   7  6.1281576e-04 0.00e+00 5.19e-02  -1.7 3.87e-02    -  1.00e+00 1.00e+00f  1
+   8  2.8893076e-05 0.00e+00 4.52e-02  -2.5 4.53e-02    -  1.00e+00 1.00e+00f  1
+   9  3.4591761e-08 0.00e+00 3.80e-04  -2.5 3.18e-03    -  1.00e+00 1.00e+00f  1
+iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
+  10  1.2680803e-13 0.00e+00 3.02e-06  -5.7 3.62e-04    -  1.00e+00 1.00e+00f  1
+  11  7.0136460e-25 0.00e+00 1.72e-12  -8.6 2.13e-07    -  1.00e+00 1.00e+00f  1
+
+Number of Iterations....: 11
+
+                                   (scaled)                 (unscaled)
+Objective...............:   1.5551321399859192e-25    7.0136459513364959e-25
+Dual infeasibility......:   1.7239720368203862e-12    7.7751138860599418e-12
+Constraint violation....:   0.0000000000000000e+00    0.0000000000000000e+00
+Variable bound violation:   0.0000000000000000e+00    0.0000000000000000e+00
+Complementarity.........:   0.0000000000000000e+00    0.0000000000000000e+00
+Overall NLP error.......:   1.7239720368203862e-12    7.7751138860599418e-12
+
+
+Number of objective function evaluations             = 18
+Number of objective gradient evaluations             = 12
+Number of equality constraint evaluations            = 0
+Number of inequality constraint evaluations          = 0
+Number of equality constraint Jacobian evaluations   = 0
+Number of inequality constraint Jacobian evaluations = 0
+Number of Lagrangian Hessian evaluations             = 11
+Total seconds in IPOPT                               = 0.002
+
+EXIT: Optimal Solution Found.
+
+Ipopt 3.14.17: Optimal Solution Found
+        """
+        parsed_output = ipopt.Ipopt()._parse_ipopt_output(output)
+        self.assertEqual(parsed_output["iters"], 11)
+        self.assertEqual(len(parsed_output["iteration_log"]), 12)
+        self.assertEqual(parsed_output["incumbent_objective"], 7.0136459513364959e-25)
+        self.assertIn("final_scaled_results", parsed_output.keys())
+
     def test_empty_output_parsing(self):
         with self.assertLogs(
             "pyomo.contrib.solver.solvers.ipopt", level="WARNING"