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</o:shapelayout></xml><![endif]--></head><body lang=EN-US link=blue vlink=purple><div class=WordSection1><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Dan;<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Concerning the dense Jacobian you are seeing in the derivative checker, my understanding is that IPOPT is not performing what is known as a partitioning or graph-coloring problem (TOMS618 – DSM()) on the supplied sparsity-pattern to only perturb variables in “groups”. Therefore the it will look dense.<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Also, the derivative checker only uses finite-difference derivative evaluations which if your Jacobian values are 1’s and -1’s then you may see more than expected truncation errors in the values.<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>I personally use the complex-step method to compute the derivative values and I use the TOMS618 to group my variables so that fewer model function calls are required.<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Jeff<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><div style='border:none;border-top:solid #B5C4DF 1.0pt;padding:3.0pt 0in 0in 0in'><p class=MsoNormal><b><span style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'>From:</span></b><span style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'> ipopt-bounces@list.coin-or.org [mailto:ipopt-bounces@list.coin-or.org] <b>On Behalf Of </b>Dan<br><b>Sent:</b> Wednesday, February 09, 2011 4:57 AM<br><b>To:</b> ipopt@list.coin-or.org<br><b>Subject:</b> [Ipopt] Problems in models in C++<o:p></o:p></span></p></div><p class=MsoNormal><o:p> </o:p></p><table class=MsoNormalTable border=0 cellspacing=0 cellpadding=0><tr><td valign=top style='padding:0in 0in 0in 0in'><p class=MsoNormal><span style='font-size:10.0pt;font-family:"Arial","sans-serif"'>Dear all,</span><o:p></o:p></p><div><p class=MsoNormal><span style='font-size:10.0pt;font-family:"Arial","sans-serif"'><o:p> </o:p></span></p></div><div><p class=MsoNormal><span style='font-size:10.0pt;font-family:"Arial","sans-serif"'>I have a problem with the C++ Interface. I am currently coding some network models. I tried to model a small instance like the hs_071 example and it went well.<o:p></o:p></span></p></div><div><p class=MsoNormal><span style='font-size:10.0pt;font-family:"Arial","sans-serif"'><o:p> </o:p></span></p></div><div><p class=MsoNormal><span style='font-size:10.0pt;font-family:"Arial","sans-serif"'>I coded my network in term of functions that my TNLP class will called if needed. <o:p></o:p></span></p></div><div><p class=MsoNormal><span style='font-size:10.0pt;font-family:"Arial","sans-serif"'>When I run it, it does not find a solution and it goes into a loop.I caught this message run by IPOPT:<o:p></o:p></span></p></div><div><p class=MsoNormal><span style='font-size:10.0pt;font-family:"Arial","sans-serif"'>"WARNING : Problem in step computation; switching to emergency code."<o:p></o:p></span></p></div><div><p class=MsoNormal><span style='font-size:10.0pt;font-family:"Arial","sans-serif"'><o:p> </o:p></span></p></div><div><p class=MsoNormal><span style='font-size:10.0pt;font-family:"Arial","sans-serif"'>In order to solve my problem, I tried several thing including the derivative checker and two weird things appears:<o:p></o:p></span></p></div><div><ul type=disc><li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto;mso-list:l0 level1 lfo1'><span style='font-size:10.0pt;font-family:"Arial","sans-serif"'>my jacobian is not dense. I can not figure why. I checked at almost step and I can not find why the derivative checker of my jacobian is dense.</span><o:p></o:p></li><li class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto;mso-list:l0 level1 lfo1'><span style='font-size:10.0pt;font-family:"Arial","sans-serif"'>the value found by the derivative checker are eccentric. It says mine are wrong while they are not. It is a adjacency matrix so it is only 1 and -1.</span><o:p></o:p></li></ul><div><p class=MsoNormal><span style='font-size:10.0pt;font-family:"Arial","sans-serif"'>If you have any ideas to solve my problem of ways to find my errors, I would greatly appreciate.</span><o:p></o:p></p></div></div><div><p class=MsoNormal><o:p> </o:p></p></div><div><p class=MsoNormal><span style='font-size:10.0pt;font-family:"Arial","sans-serif"'>Best Regards,</span><o:p></o:p></p></div><div><p class=MsoNormal><span style='font-size:10.0pt;font-family:"Arial","sans-serif"'>Dan</span><o:p></o:p></p></div></td></tr></table><p class=MsoNormal><span style='font-size:10.0pt;font-family:"Calibri","sans-serif"'><o:p> </o:p></span></p></div></body></html>