[Ipopt-tickets] [Ipopt] #112: Incorrect number of nonzeros in Lagrangian Hessian causes MA27 to fail

[Ipopt]

#112: Incorrect number of nonzeros in Lagrangian Hessian causes MA27 to fail
-------------------------------------------+--------------------------------
Reporter:  arrieta                         |       Owner:  ipopt-team
    Type:  clarification                   |      Status:  new       
Priority:  lowest                          |   Component:  Ipopt     
 Version:  3.7 (C++ Version)               |    Severity:  trivial   
Keywords:  hessian lagrangian derivatives  |  
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 I was attempting to minimize Rosenbrock's "Banana Function":


 {{{
 f(x) = 100 * ( x2 - x1^2 )^2 + ( 1 - x1 )^2
 }}}


 using the C++ interface. The Hessian of f(x) has 4 nonzero components, so
 I introduced nnz_h_lag = 4 in the get_nlp_info method.

 The solution failed with message:


 {{{
 *** Error from MA27AD *** IFLAG = 1 IERROR = 1
 The index of a matrix is out of range.
 Please check your implementation of the Jabobian and Hessian
 matrices.ERROR:
 Problem in step computation,
 but emergency mode cannot be activated.
 }}}

 The situation is that IPOPT expects only the lower triangle part of the
 Hessian, thus the correct number of nonzeros is 3. Sure enough, this
 simple change correctly leads to the solution: f(x)=0 at x=[1.0,1.0] in 24
 iterations, starting from x=[8.0,8.0].

 If someone runs into this problem, you may want to check that you
 introduced the correct number of nonzero entries (and check the entries
 themselves!).

 Please play with the attached files, and try simply changing line 26 in
 the file BananaNLP.cpp to see what I mean.

 Happy Ipopting.

-- 
Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/112>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.