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Hi Juan Carlos,<br>
<br>
This error message means that some of the callback functions for the
function or derivative values return a Nan or Inf. So, I recommend
to check what you return to Ipopt (see also the
check_derivatives_for_naninf option). Increasing the Ipopt
print_level might tell you which particular function evaluation
returned the bad values.<br>
<br>
If you are using AMPL, set the halt_on_ampl_error option to yes in
your options given to Ipopt via AMPL's ipopt_options - this would
stop the AMPL function evaluation and tell you exactly, which
expression cannot be evaluated.<br>
<br>
In some circumstances it might also happen that the linear solver
returns NaN/Inf. Since your system is really large, that might be
the case here. Then, Ipopt might call your callback functions with
Nan/Inf values. To check if that is the case, you may want to see
if Ipopt calls your functions with bad input (the function
Ipopt::IsFiniteNumber in IpUtils.hpp might be helpful here).<br>
<br>
Regards,<br>
<br>
<pre class="moz-signature" cols="72">Andreas Waechter
Associate Professor
Department of Industrial Engineering and Management Sciences
McCormick School of Engineering
Northwestern University
Evanston, IL 60208
USA</pre>
<br>
On 01/18/2012 01:18 PM, Juan Carlos Lopez Alfonso wrote:
<blockquote
cite="mid:CAARD0fAgPMd8b9nd-ScSuxmO95qyPkHWYyp_f586D+dJm9dMXQ@mail.gmail.com"
type="cite">
<div>Hi There:</div>
<div><br>
</div>
<div>I have a big problem, for example:</div>
<div><br>
</div>
<div>Number of nonzeros in equality constraint Jacobian...:
117601</div>
<div>Number of nonzeros in inequality constraint Jacobian.:
34890884</div>
<div>Number of nonzeros in Lagrangian Hessian.............:
87227210</div>
<div><br>
</div>
<div>and the following error:</div>
<div><br>
</div>
<div>EXIT: Invalid number in NLP function or derivative detected.</div>
<div><br>
</div>
<div>Let me explain in details. I have created a small
optimization problem and the algorithm works very well, but when
I increment the same problem (more optimization points) I have
the error showed above.</div>
<div><br>
</div>
<div>Please, could anyone give ideas or suggestions to solve this
error?</div>
<div>Thank you in advance and Best Regards</div>
<div>Juan Carlos</div>
<br>
<fieldset class="mimeAttachmentHeader"></fieldset>
<br>
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</pre>
</blockquote>
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