Thanks a lot! I think the new fix works.<br><br><div class="gmail_quote">On Wed, May 16, 2012 at 11:47 AM, Stefan Vigerske <span dir="ltr"><<a href="mailto:stefan@math.hu-berlin.de" target="_blank">stefan@math.hu-berlin.de</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">Hi,<br>
<br>
can you try with Ipopt/stable/3.10 instead of what you are currently using? It has some fixes for the blas interface.<br>
<br>
svn co <a href="https://projects.coin-or.org/svn/Ipopt/stable/3.10" target="_blank">https://projects.coin-or.org/<u></u>svn/Ipopt/stable/3.10</a> Ipopt-3.10<br>
<br>
Stefan<br>
<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div class="im">
I am running on Linux Centos. With that config argument, I still have the<br>
same problem.<br>
<br>
if I replace<br>
<br>
IpBlasDcopy(nx,&zero, 0, gradref, 1);<br></div>
IpBlasDcopy(nx,&zero, 0, gradpert, 1)<div class="im"><br>
<br>
with<br>
<br>
std::fill(gradref, gradref + nx, 0.0)<br>
std::fill(gradpert, gradpert + nx, 0.0)<br>
<br>
,in the check derivative function.<br>
<br>
It works. However, I am running into the same problem somewhere else.<br>
<br>
<br>
On Wed, May 16, 2012 at 11:13 AM, Stefan Vigerske<br>
<<a href="mailto:stefan@math.hu-berlin.de" target="_blank">stefan@math.hu-berlin.de</a>><u></u>wrote:<br>
<br>
</div><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div class="im">
Hi,<br>
<br>
the only thing that comes into my mind is that if you use Mac OS X Lion,<br>
then there is a problem when using the optimized blas routines that come<br>
with the system, for details see<br></div>
<a href="https://projects.coin-or.org/**Ipopt/ticket/181" target="_blank">https://projects.coin-or.org/*<u></u>*Ipopt/ticket/181</a><<a href="https://projects.coin-or.org/Ipopt/ticket/181" target="_blank">https://<u></u>projects.coin-or.org/Ipopt/<u></u>ticket/181</a>><div>
<div class="h5"><br>
<br>
This issue has not been fixed in an Ipopt release yet (only in trunk and<br>
latest stable branch).<br>
One workaround is to use netlib's blas/lapack implementation (do get.Blas<br>
and get.Lapack in ThirdParty/Blas and ThirdParty/Lapack, resp.) and<br>
building Ipopt with the configure options --with-blas=BUILD<br>
--with-lapack=BUILD .<br>
<br>
Stefan<br>
<br>
Hi,<br>
</div></div><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div><div class="h5">
<br>
First when I use IPOPT for my problem, I see the bound constraints for<br>
parameters are violated. The library throws an exception, and the program<br>
terminated. To be specific the contraint on that parameter is [0.005,<br>
0.006], however I see the library is trying to use 0 for that parameter.<br>
<br>
Later, I enabled second order deriviative check, however the numerical<br>
calculation gives asymmetric Hessian matrix for contraints. The values are<br>
very different one is about 3000, the other is about 3.0e13. I spend some<br>
time on the library source code. I found the following line changes the<br>
parameter magically:<br>
<br>
for (Index i = 0; i< nx; ++i) {<br>
std::cout<< ivar<< " 2.3"<< xref[i]<< ""<< xpert[i]<<<br>
std::endl;<br>
}<br>
<br>
IpBlasDcopy(nx,&zero, 0, gradref, 1);<br>
<br>
<br>
for (Index i = 0; i< nx; ++i) {<br>
std::cout<< ivar<< " 2.5"<< xref[i]<< ""<< xpert[i]<<<br>
std::endl;<br>
}<br>
<br>
The output is:<br>
1 2.3 0.0481804 0.0481804<br>
1 2.3 700.976 700.976<br>
1 2.3 0.0165778 0.0165778<br>
1 2.3 2.54335 2.54335<br>
1 2.3 0.27909 0.27909<br>
<br>
1 2.5 0.0481804 0<br>
1 2.5 700.976 700.976<br>
1 2.5 0.0165778 0.0165778<br>
1 2.5 2.54335 2.54335<br>
1 2.5 0.27909 0.27909<br>
<br>
IpBlasDcopy is a Fortran function, is that the problem?<br>
<br>
<br>
<br>
<br></div></div>
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<br>
</blockquote><div class="im">
<br>
<br>
--<br>
Stefan Vigerske<br>
Humboldt University Berlin, Numerical Mathematics<br>
</div><a href="http://www.math.hu-berlin.de/~**stefan" target="_blank">http://www.math.hu-berlin.de/~<u></u>**stefan</a><<a href="http://www.math.hu-berlin.de/~stefan" target="_blank">http://www.math.hu-<u></u>berlin.de/~stefan</a>><br>
<br>
</blockquote>
<br>
</blockquote><div class="HOEnZb"><div class="h5">
<br>
<br>
-- <br>
Stefan Vigerske<br>
Humboldt University Berlin, Numerical Mathematics<br>
<a href="http://www.math.hu-berlin.de/~stefan" target="_blank">http://www.math.hu-berlin.de/~<u></u>stefan</a><br>
</div></div></blockquote></div><br>