[Ipopt-tickets] [Ipopt] #296: MUMPS solver problems

[Ipopt]

#296: MUMPS solver problems
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Reporter:  marco.giuntoli  |      Owner:  ipopt-team
    Type:  defect          |     Status:  new
Priority:  normal          |  Component:  Ipopt
 Version:  3.11            |   Severity:  normal
Keywords:                  |
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 Dears,
 I'm using IPOPT for some research studies.
 I'm looking a strange behavior due to IPOPT: in particular, I'm creating
 an instance of IPOPT inside a for-loop, but the result can be very
 different, specially in term of iteration numbers.
 I did some debug analysis and at the end I found this: if I run the ipopt
 with "print_level" equal to 10, I can see that from two different istance
 of IPOPT the first different data is this:

 '''FROM INSTANCE 1:'''
 Component 1:
   DenseVector "SOL[ 0][ 0]" with 112 elements:
   SOL[ 0][ 0][    1]=6.1341458048112744e-002

 '''FROM INSTANCE 2'''
 Component 1:
   DenseVector "SOL[ 0][ 0]" with 112 elements:
   SOL[ 0][ 0][    1]=6.1341458048112467e-002

 I think that this kind of results becomes from MUMPS solvers. Starting
 from this point the two instances takes two different ways and the
 solution can be unstable (doesn't find a solution).

 I'm using visual studio 2017, c++, and I'm using IPOPT dll binary. I have
 tried 3.8, 3.9 and 3.11.0 but the problem reaming the same. Also, I'm
 using quasi-newton method for Hessian matrix.

 Thanks a lot.
 Marco

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Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/296>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.