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<body lang=ZH-CN link=blue vlink=purple style='tab-interval:36.0pt'>
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<p class=MsoNormal><font size=1 face=Arial><span lang=EN-US style='font-size:
9.0pt;mso-bidi-font-size:10.0pt;font-family:Arial'>I am using <span
class=SpellE>Ipopt</span> on <span class=GramE>Linux <span
style='mso-spacerun:yes'> </span>with</span> a c++ interface. <o:p></o:p></span></font></p>
<p class=MsoNormal><font size=1 face=Arial><span lang=EN-US style='font-size:
9.0pt;mso-bidi-font-size:10.0pt;font-family:Arial'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=1 face=Arial><span lang=EN-US style='font-size:
9.0pt;mso-bidi-font-size:10.0pt;font-family:Arial'>In my problem, I have 12*M variables
and M equality constraints <span class=GramE>and <span
style='mso-spacerun:yes'> </span>bound</span> constraints on all of the
variables <span class=SpellE>ie</span> 12M of them. The objective function is
non-linear. The constraints are linear. <o:p></o:p></span></font></p>
<p class=MsoNormal><font size=1 face=Arial><span lang=EN-US style='font-size:
9.0pt;mso-bidi-font-size:10.0pt;font-family:Arial'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=1 face=Arial><span lang=EN-US style='font-size:
9.0pt;mso-bidi-font-size:10.0pt;font-family:Arial'>While the <span
class=SpellE>algo</span> performs well for M = 100 and lower, for M = 500 it
starts giving memory allocation errors. I am including one such error message: <o:p></o:p></span></font></p>
<p class=MsoNormal><font size=1 face=Arial><span lang=EN-US style='font-size:
9.0pt;mso-bidi-font-size:10.0pt;font-family:Arial'><o:p> </o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><o:p> </o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>******************************************************************************<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>This program contains IPOPT,
a program for large-scale nonlinear optimization.<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span>IPOPT is released as open source
under the Common Public License (CPL).<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'>
</span>For more information visit <span class=SpellE>www.coin-or.org/Ipopt</span><o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>******************************************************************************<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span><o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>Number of variables<span
style='mso-spacerun:yes'>
</span>:<span style='mso-spacerun:yes'> </span>5952<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span><span class=GramE>of</span> which
are fixed<span
style='mso-spacerun:yes'>
</span>:<span
style='mso-spacerun:yes'> </span>0<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>Number of constraints<span
style='mso-spacerun:yes'>
</span>:<span style='mso-spacerun:yes'>
</span>496<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>Number of lower bounds<span
style='mso-spacerun:yes'>
</span>:<span style='mso-spacerun:yes'> </span>5952<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>Number of upper bounds<span
style='mso-spacerun:yes'>
</span>:<span style='mso-spacerun:yes'> </span>5952<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>Number of <span
class=SpellE>nonzeros</span> in <span class=SpellE>Jacobian</span>:<span
style='mso-spacerun:yes'> </span>2952192<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span><o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>ITER<span
style='mso-spacerun:yes'> </span>ERR<span
style='mso-spacerun:yes'> </span>MU<span
style='mso-spacerun:yes'> </span>||C||<span
style='mso-spacerun:yes'> </span>||YPY|<span class=GramE>|<span
style='mso-spacerun:yes'> </span>|</span>|PZ||<span
style='mso-spacerun:yes'> </span>||D||<span
style='mso-spacerun:yes'> </span>ALFA(V)<span
style='mso-spacerun:yes'> </span>ALFA(X)<span
style='mso-spacerun:yes'> </span>NU<span
style='mso-spacerun:yes'> </span>#LS<span
style='mso-spacerun:yes'> </span>F<span
style='mso-spacerun:yes'> </span>#<span
class=SpellE>cor</span><span style='mso-spacerun:yes'> </span><span
class=SpellE>Regu</span><span style='mso-spacerun:yes'>
</span>CPU(s)<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span><span
style='mso-spacerun:yes'> </span>0 .100E+10c .100E+00 .247E-14
.000E+00 .000E+<span class=GramE>00<span style='mso-spacerun:yes'>
</span>.</span>000E+00 .000E+00<span style='mso-spacerun:yes'>
</span>.000E+00<span style='mso-spacerun:yes'> </span>.000E+00<span
style='mso-spacerun:yes'> </span>0 0.14080873E+08<span
style='mso-spacerun:yes'> </span>0 .000E+00 .253E+04<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span>ma27_call:<span
style='mso-spacerun:yes'> </span>LIWMA increased from 29613690 to
14825440<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span>ma27_call:<span
style='mso-spacerun:yes'> </span>LA increased from 2958640 to 14825440<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span>ma27_call:<span
style='mso-spacerun:yes'> </span>LIWMA increased from 14825440 to
74574845<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span>ma27_call:<span
style='mso-spacerun:yes'> </span>LA increased from 14825440 to 74574845<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span>ma27_call:<span
style='mso-spacerun:yes'> </span>LIWMA increased from 74574845 to
373470645<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span>ma27_call:<span
style='mso-spacerun:yes'> </span>LA increased from 74574845 to 373470645<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span>ma27_call:<span
style='mso-spacerun:yes'> </span>LIWMA increased from 373470645 to
1867949645<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span>ma27_call:<span
style='mso-spacerun:yes'> </span>LA increased from 373470645 to
1867949645<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span><span class=SpellE>get_step_full</span>:
IP_MALLOC <span class=GramE>returned<span style='mso-spacerun:yes'>
</span>-</span>1 for KKT (<span class=SpellE>realloc</span>)<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span><span class=SpellE>solve_barrier</span>: <span
class=SpellE>get_step_full</span> returns IERR <span class=GramE>=<span
style='mso-spacerun:yes'> </span>96</span><o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span><span class=SpellE><span class=GramE>mainloop</span></span>:
Error: <span class=SpellE>solve_barrier</span> ends with IERR =<span
style='mso-spacerun:yes'> </span>96<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span><o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>Number of iterations taken
.............<span style='mso-spacerun:yes'> </span><span
style='mso-spacerun:yes'> </span>0<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>Final value of objective
function is.... </span></font><font size=2 face="Courier New"><span
style='font-size:10.0pt;font-family:"Courier New";mso-ansi-language:ZH-CN'>0.1408087347920045E+08<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span style='font-size:
10.0pt;font-family:"Courier New";mso-ansi-language:ZH-CN'><span
style='mso-spacerun:yes'> </span><o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>Errors at final point<span
style='mso-spacerun:yes'>
</span>(scaled)<span style='mso-spacerun:yes'>
</span>(<span class=SpellE>unscaled</span>)<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>Final maximal constraint
violation is... 0.111022E-15<span style='mso-spacerun:yes'>
</span><span class=SpellE>0.111022E-15</span><o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>Final value for dual
infeasibility is... 0.100000E+03<span
style='mso-spacerun:yes'> </span>0.128967E+07<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>Final value of <span
class=SpellE>complementarity</span> error is. 0.100000E+10<span
style='mso-spacerun:yes'> </span><span class=SpellE>0.100000E+10</span><o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span><o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>The objective function was
evaluated<span style='mso-spacerun:yes'> </span>1
times.<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>The constraints were
evaluated<span
style='mso-spacerun:yes'>
</span>1 times.<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span><o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'>EXIT: Error during dynamic
memory allocation<o:p></o:p></span></font></p>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none'><font size=2 face="Courier New"><span lang=EN-US
style='font-size:10.0pt;font-family:"Courier New"'><span
style='mso-spacerun:yes'> </span><o:p></o:p></span></font></p>
<div style='border:none;border-bottom:double windowtext 2.25pt;padding:0cm 0cm 1.0pt 0cm'>
<p class=MsoNormal style='mso-pagination:none;mso-layout-grid-align:none;
text-autospace:none;border:none;mso-border-bottom-alt:double windowtext 2.25pt;
padding:0cm;mso-padding-alt:0cm 0cm 1.0pt 0cm'><font size=2 face="Courier New"><span
lang=EN-US style='font-size:10.0pt;font-family:"Courier New"'>CPU seconds spent
in IPOPT and function evaluations =<span
style='mso-spacerun:yes'> </span>2542.4099<o:p></o:p></span></font></p>
</div>
<p class=MsoNormal><font size=1 face=Arial><span lang=EN-US style='font-size:
9.0pt;mso-bidi-font-size:10.0pt;font-family:Arial'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=1 face=Arial><span lang=EN-US style='font-size:
9.0pt;mso-bidi-font-size:10.0pt;font-family:Arial'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=1 face=Arial><span lang=EN-US style='font-size:
9.0pt;mso-bidi-font-size:10.0pt;font-family:Arial'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=1 face=Arial><span lang=EN-US style='font-size:
9.0pt;mso-bidi-font-size:10.0pt;font-family:Arial'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=1 face=Arial><span lang=EN-US style='font-size:
9.0pt;mso-bidi-font-size:10.0pt;font-family:Arial'>M = 500 is a lower end of my
problem, I am looking at M = 5000 or more in my real problem. I was wondering
whether it will be feasible to use <span class=SpellE>Ipopt</span> with such a
large size problem and how to solve the memory management problem. <span
style='mso-spacerun:yes'> </span><o:p></o:p></span></font></p>
<p class=MsoNormal><font size=1 face=Arial><span lang=EN-US style='font-size:
9.0pt;mso-bidi-font-size:10.0pt;font-family:Arial'><o:p> </o:p></span></font></p>
<p class=MsoNormal><font size=1 face=Arial><span lang=EN-US style='font-size:
9.0pt;mso-bidi-font-size:10.0pt;font-family:Arial'>Thanks,<o:p></o:p></span></font></p>
<p class=MsoNormal><font size=1 face=Arial><span lang=EN-US style='font-size:
9.0pt;mso-bidi-font-size:10.0pt;font-family:Arial'>. <o:p></o:p></span></font></p>
<p class=MsoNormal><font size=1 face=Arial><span lang=EN-US style='font-size:
9.0pt;mso-bidi-font-size:10.0pt;font-family:Arial'>Ragini <o:p></o:p></span></font></p>
<p class=MsoNormal><font size=1 face=Arial><span lang=EN-US style='font-size:
9.0pt;mso-bidi-font-size:10.0pt;font-family:Arial'><o:p> </o:p></span></font></p>
<p><font size=2 face=宋体><span lang=EN-US style='font-size:10.0pt;
mso-no-proof:yes'>---------------------------------------<br>
Ragini Verma, Ph.D.<br>
Section of Biomedical Image Analysis<br>
Department of Radiology<br>
University of Pennsylvania<br>
Add : 3600 Market St. Suite 380<br>
Philadelphia, PA 19104<br>
Tel : 215 662 7471<br>
Fax : 215 614 0266<br>
Email : Ragini.Verma@uphs.upenn.edu</span></font><span lang=EN-US
style='mso-no-proof:yes'> </span><span lang=EN-US><o:p></o:p></span></p>
<p class=MsoNormal><font size=3 face="Times New Roman"><span lang=EN-US
style='font-size:12.0pt'><o:p> </o:p></span></font></p>
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