<html><head></head><body style="word-wrap: break-word; -webkit-nbsp-mode: space; -webkit-line-break: after-white-space; "><div>In order to eliminate any Matlab interaction, I'm trying to debug this issue using the sample programs build by Ipopt's 'make test'. This is using the MUMPS solver, for which I sometimes get success and sometimes failure.</div><div><br></div>So, I set print_level to 12 in Ipopt/examples/hs071_cpp/hs071_main.cpp, and then ran Ipopt/test/hs071_cpp multiple times, until I got both a failed run and a successful run. The difference appears to occur in the input matrix (KKT[3][3])to the third call to the linear solver in iteration 0. Even for successful cases the values vary ... and they look fishy to me.<div><br></div><div>Below are snippets of the output, starting where the differences begin, first from a run that succeeded, then from a run that failed. I have the full logs for anyone who would like to see them.</div><div><br></div><div><div>----- BEGIN SNIPPET 1 : SUCCESS -----</div><div><div><div><font class="Apple-style-span" face="Courier"> DiagMatrix "KKT[3][3]" with 1 rows and columns, and with diagonal elements:</font></div><div><font class="Apple-style-span" face="Courier"> DenseVector "KKT[3][3]" with 1 elements:</font></div><div><font class="Apple-style-span" face="Courier"> Homogeneous vector, all elements have value -0.0000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier"><span class="Apple-tab-span" style="white-space:pre"> </span>******* KKT SYSTEM *******</font></div><div><font class="Apple-style-span" face="Courier">(0) KKT[1][1] = -1.288229753919427e-231</font></div><div><font class="Apple-style-span" face="Courier">(1) KKT[2][1] = -1.288229753919427e-231</font></div><div><font class="Apple-style-span" face="Courier">(2) KKT[2][2] = 2.156868090481046e-314</font></div><div><font class="Apple-style-span" face="Courier">(3) KKT[3][1] = 0.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(4) KKT[3][2] = 0.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(5) KKT[3][3] = 0.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(6) KKT[4][1] = 1.837924202529437e-321</font></div><div><font class="Apple-style-span" face="Courier">(7) KKT[4][2] = 0.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(8) KKT[4][3] = 2.156887615955369e-314</font></div><div><font class="Apple-style-span" face="Courier">(9) KKT[4][4] = 4.940656458412465e-323</font></div><div><font class="Apple-style-span" face="Courier">(10) KKT[1][1] = 1.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(11) KKT[2][2] = 1.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(12) KKT[3][3] = 1.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(13) KKT[4][4] = 1.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(14) KKT[5][5] = 1.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(15) KKT[6][1] = 2.019999980000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(16) KKT[6][2] = 9.920000098799999e+00</font></div><div><font class="Apple-style-span" face="Courier">(17) KKT[6][3] = 9.920000098799999e+00</font></div><div><font class="Apple-style-span" face="Courier">(18) KKT[6][4] = 2.019999980000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(19) KKT[6][6] = -0.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(20) KKT[7][1] = 2.484761624893247e+01</font></div><div><font class="Apple-style-span" face="Courier">(21) KKT[7][2] = 5.059695950200938e+00</font></div><div><font class="Apple-style-span" face="Courier">(22) KKT[7][3] = 5.059695950200938e+00</font></div><div><font class="Apple-style-span" face="Courier">(23) KKT[7][4] = 2.484761624893247e+01</font></div><div><font class="Apple-style-span" face="Courier">(24) KKT[7][5] = -1.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(25) KKT[7][7] = -0.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">Right hand side 0 in TSymLinearSolver:</font></div><div><font class="Apple-style-span" face="Courier">Trhs[ 0, 0] = -1.2059399960187998e+01</font></div><div><font class="Apple-style-span" face="Courier">Trhs[ 0, 1] = -1.0200999797999999e+00</font></div><div><font class="Apple-style-span" face="Courier">Trhs[ 0, 2] = -2.0200999797999999e+00</font></div><div><font class="Apple-style-span" face="Courier">Trhs[ 0, 3] = -1.1039299980387998e+01</font></div><div><font class="Apple-style-span" face="Courier">Trhs[ 0, 4] = 1.0000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">Trhs[ 0, 5] = 0.0000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">Trhs[ 0, 6] = 0.0000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">Calling MUMPS-1 for symbolic factorization at cpu time 0.004 (wall 0.001).</font></div><div><font class="Apple-style-span" face="Courier">Done with MUMPS-1 for symbolic factorization at cpu time 0.004 (wall 0.001).</font></div><div><font class="Apple-style-span" face="Courier">MUMPS used permuting_scaling 5 and pivot_order 2.</font></div><div><font class="Apple-style-span" face="Courier"> scaling will be 77.</font></div><div><font class="Apple-style-span" face="Courier">Calling MUMPS-2 for numerical factorization at cpu time 0.004 (wall 0.001).</font></div><div><font class="Apple-style-span" face="Courier">Done with MUMPS-2 for numerical factorization at cpu time 0.004 (wall 0.001).</font></div><div><font class="Apple-style-span" face="Courier">Number of doubles for MUMPS to hold factorization (INFO(9)) = 38</font></div><div><font class="Apple-style-span" face="Courier">Number of integers for MUMPS to hold factorization (INFO(10)) = 40</font></div><div><font class="Apple-style-span" face="Courier">Calling MUMPS-3 for solve at cpu time 0.004 (wall 0.001).</font></div><div><font class="Apple-style-span" face="Courier">Done with MUMPS-3 for solve at cpu time 0.004 (wall 0.002).</font></div><div><font class="Apple-style-span" face="Courier">Solution 0 in TSymLinearSolver:</font></div><div><font class="Apple-style-span" face="Courier">Tsol[ 0, 0] = -4.9897405756186985e-01</font></div><div><font class="Apple-style-span" face="Courier">Tsol[ 0, 1] = 4.9774461866142450e-01</font></div><div><font class="Apple-style-span" face="Courier">Tsol[ 0, 2] = -5.0225538133857550e-01</font></div><div><font class="Apple-style-span" face="Courier">Tsol[ 0, 3] = 5.2112592223812970e-01</font></div><div><font class="Apple-style-span" face="Courier">Tsol[ 0, 4] = 5.2759794502408663e-01</font></div><div><font class="Apple-style-span" face="Courier">Tsol[ 0, 5] = 8.7940136822411322e-02</font></div><div><font class="Apple-style-span" face="Courier">Tsol[ 0, 6] = -4.7240205497591342e-01</font></div><div><font class="Apple-style-span" face="Courier">Factorization successful.</font></div><div><font class="Apple-style-span" face="Courier"><br></font></div><div><font class="Apple-style-span" face="Courier">CompoundVector "SOL[ 0]" with 4 components:</font></div><div><font class="Apple-style-span" face="Courier"><br></font></div><div><font class="Apple-style-span" face="Courier">Component 1:</font></div><div><font class="Apple-style-span" face="Courier"> DenseVector "SOL[ 0][ 0]" with 4 elements:</font></div><div><font class="Apple-style-span" face="Courier"> SOL[ 0][ 0][ 1]=-4.9897405756186985e-01</font></div><div><font class="Apple-style-span" face="Courier"> SOL[ 0][ 0][ 2]= 4.9774461866142450e-01</font></div><div><font class="Apple-style-span" face="Courier"> SOL[ 0][ 0][ 3]=-5.0225538133857550e-01</font></div><div><font class="Apple-style-span" face="Courier"> SOL[ 0][ 0][ 4]= 5.2112592223812970e-01</font></div><div><font class="Apple-style-span" face="Courier"><br></font></div><div><font class="Apple-style-span" face="Courier">Component 2:</font></div><div><font class="Apple-style-span" face="Courier"> DenseVector "SOL[ 0][ 1]" with 1 elements:</font></div><div><font class="Apple-style-span" face="Courier"> SOL[ 0][ 1][ 1]= 5.2759794502408663e-01</font></div><div><font class="Apple-style-span" face="Courier"><br></font></div><div><font class="Apple-style-span" face="Courier">Component 3:</font></div><div><font class="Apple-style-span" face="Courier"> DenseVector "SOL[ 0][ 2]" with 1 elements:</font></div><div><font class="Apple-style-span" face="Courier"> SOL[ 0][ 2][ 1]= 8.7940136822411322e-02</font></div><div><font class="Apple-style-span" face="Courier"><br></font></div><div><font class="Apple-style-span" face="Courier">Component 4:</font></div><div><font class="Apple-style-span" face="Courier"> DenseVector "SOL[ 0][ 3]" with 1 elements:</font></div><div><font class="Apple-style-span" face="Courier"> SOL[ 0][ 3][ 1]=-4.7240205497591342e-01</font></div><div><font class="Apple-style-span" face="Courier">Least square estimates max(y_c) = 8.794014e-02, max(y_d) = 4.724021e-01</font></div><div><font class="Apple-style-span" face="Courier">Total number of variables............................: 4</font></div><div><font class="Apple-style-span" face="Courier"> variables with only lower bounds: 0</font></div><div><font class="Apple-style-span" face="Courier"> variables with lower and upper bounds: 4</font></div><div><font class="Apple-style-span" face="Courier"> variables with only upper bounds: 0</font></div><div><font class="Apple-style-span" face="Courier">Total number of equality constraints.................: 1</font></div><div><font class="Apple-style-span" face="Courier">Total number of inequality constraints...............: 1</font></div><div><font class="Apple-style-span" face="Courier"> inequality constraints with only lower bounds: 1</font></div><div><font class="Apple-style-span" face="Courier"> inequality constraints with lower and upper bounds: 0</font></div><div><font class="Apple-style-span" face="Courier"> inequality constraints with only upper bounds: 0</font></div></div><div><div>----- END SNIPPET 1 : SUCCESS -----</div><div><div></div></div></div><div><br></div><div><br></div><div><br></div><div>----- BEGIN SNIPPET 2 : FAILURE -----</div><div><div><font class="Apple-style-span" face="Courier"> DiagMatrix "KKT[3][3]" with 1 rows and columns, and with diagonal elements:</font></div><div><font class="Apple-style-span" face="Courier"> DenseVector "KKT[3][3]" with 1 elements:</font></div><div><font class="Apple-style-span" face="Courier"> Homogeneous vector, all elements have value -0.0000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">******* KKT SYSTEM *******</font></div><div><font class="Apple-style-span" face="Courier">(0) KKT[1][1] = -2.681561585988519e+154</font></div><div><font class="Apple-style-span" face="Courier">(1) KKT[2][1] = -2.681561585988519e+154</font></div><div><font class="Apple-style-span" face="Courier">(2) KKT[2][2] = 2.130705788859037e-314</font></div><div><font class="Apple-style-span" face="Courier">(3) KKT[3][1] = 0.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(4) KKT[3][2] = 0.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(5) KKT[3][3] = 0.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(6) KKT[4][1] = 1.837924202529437e-321</font></div><div><font class="Apple-style-span" face="Courier">(7) KKT[4][2] = 0.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(8) KKT[4][3] = 2.130713172176049e-314</font></div><div><font class="Apple-style-span" face="Courier">(9) KKT[4][4] = 4.940656458412465e-323</font></div><div><font class="Apple-style-span" face="Courier">(10) KKT[1][1] = 1.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(11) KKT[2][2] = 1.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(12) KKT[3][3] = 1.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(13) KKT[4][4] = 1.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(14) KKT[5][5] = 1.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(15) KKT[6][1] = 2.019999980000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(16) KKT[6][2] = 9.920000098799999e+00</font></div><div><font class="Apple-style-span" face="Courier">(17) KKT[6][3] = 9.920000098799999e+00</font></div><div><font class="Apple-style-span" face="Courier">(18) KKT[6][4] = 2.019999980000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(19) KKT[6][6] = -0.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(20) KKT[7][1] = 2.484761624893247e+01</font></div><div><font class="Apple-style-span" face="Courier">(21) KKT[7][2] = 5.059695950200938e+00</font></div><div><font class="Apple-style-span" face="Courier">(22) KKT[7][3] = 5.059695950200938e+00</font></div><div><font class="Apple-style-span" face="Courier">(23) KKT[7][4] = 2.484761624893247e+01</font></div><div><font class="Apple-style-span" face="Courier">(24) KKT[7][5] = -1.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">(25) KKT[7][7] = -0.000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">Right hand side 0 in TSymLinearSolver:</font></div><div><font class="Apple-style-span" face="Courier">Trhs[ 0, 0] = -1.2059399960187998e+01</font></div><div><font class="Apple-style-span" face="Courier">Trhs[ 0, 1] = -1.0200999797999999e+00</font></div><div><font class="Apple-style-span" face="Courier">Trhs[ 0, 2] = -2.0200999797999999e+00</font></div><div><font class="Apple-style-span" face="Courier">Trhs[ 0, 3] = -1.1039299980387998e+01</font></div><div><font class="Apple-style-span" face="Courier">Trhs[ 0, 4] = 1.0000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">Trhs[ 0, 5] = 0.0000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">Trhs[ 0, 6] = 0.0000000000000000e+00</font></div><div><font class="Apple-style-span" face="Courier">Calling MUMPS-1 for symbolic factorization at cpu time 0.004 (wall 0.001).</font></div><div><font class="Apple-style-span" face="Courier">Done with MUMPS-1 for symbolic factorization at cpu time 0.004 (wall 0.001).</font></div><div><font class="Apple-style-span" face="Courier">MUMPS used permuting_scaling 5 and pivot_order 2.</font></div><div><font class="Apple-style-span" face="Courier"> scaling will be 77.</font></div><div><font class="Apple-style-span" face="Courier">Calling MUMPS-2 for numerical factorization at cpu time 0.004 (wall 0.001).</font></div><div><font class="Apple-style-span" face="Courier">Done with MUMPS-2 for numerical factorization at cpu time 0.004 (wall 0.001).</font></div><div><font class="Apple-style-span" face="Courier">Number of doubles for MUMPS to hold factorization (INFO(9)) = 38</font></div><div><font class="Apple-style-span" face="Courier">Number of integers for MUMPS to hold factorization (INFO(10)) = 40</font></div><div><font class="Apple-style-span" face="Courier">In MumpsSolverInterface::Factorization: negevals_ = 3, but numberOfNegEVals = 2</font></div><div><font class="Apple-style-span" face="Courier">Factorization failed with retval = 2</font></div><div><font class="Apple-style-span" face="Courier">Total number of variables............................: 4</font></div><div><font class="Apple-style-span" face="Courier"> variables with only lower bounds: 0</font></div><div><font class="Apple-style-span" face="Courier"> variables with lower and upper bounds: 4</font></div><div><font class="Apple-style-span" face="Courier"> variables with only upper bounds: 0</font></div><div><font class="Apple-style-span" face="Courier">Total number of equality constraints.................: 1</font></div><div><font class="Apple-style-span" face="Courier">Total number of inequality constraints...............: 1</font></div><div><font class="Apple-style-span" face="Courier"> inequality constraints with only lower bounds: 1</font></div><div><font class="Apple-style-span" face="Courier"> inequality constraints with lower and upper bounds: 0</font></div><div><font class="Apple-style-span" face="Courier"> inequality constraints with only upper bounds: 0</font></div></div><div><div>----- END SNIPPET 2 : FAILURE -----</div><div></div></div><div><br></div><div><span class="Apple-style-span" style="font-size: 12px; ">-- </span></div><div><div><div style="word-wrap: break-word; -webkit-nbsp-mode: space; -webkit-line-break: after-white-space; "><div style="word-wrap: break-word; -webkit-nbsp-mode: space; -webkit-line-break: after-white-space; font-size: 12px; "><span class="Apple-style-span" style="border-collapse: separate; -webkit-border-horizontal-spacing: 0px; -webkit-border-vertical-spacing: 0px; color: rgb(0, 0, 0); font-family: Helvetica; font-size: 12px; font-style: normal; font-variant: normal; font-weight: normal; letter-spacing: normal; line-height: normal; -webkit-text-decorations-in-effect: none; text-indent: 0px; -webkit-text-size-adjust: auto; text-transform: none; orphans: 2; white-space: normal; widows: 2; word-spacing: 0px; "><div>Ray Zimmerman</div><div>Senior Research Associate</div><div>419A Warren Hall, Cornell University, Ithaca, NY 14853</div><div>phone: (607) 255-9645</div><br 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<br><div><div>On Oct 14, 2011, at 5:53 PM, Andreas Waechter wrote:</div><br class="Apple-interchange-newline"><blockquote type="cite">If you set the (file_)print_level large enough, you can see what matrix entries are given to the linear solver, and what the linear solver returns. Maybe there are some Nan/Inf ?<br></blockquote></div><br></div></div></div></body></html>