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<div style="direction: ltr;font-family: Tahoma;color: #000000;font-size: 10pt;">Hello,<br>
<br>
I get the following error when running the lasso example on Matlab R2011b on OSX 10.7.3:<br>
<br>
Total number of variables............................: 16<br>
variables with only lower bounds: -2147483648<br>
variables with lower and upper bounds: 0<br>
variables with only upper bounds: 134<br>
Total number of equality constraints.................: 0<br>
Total number of inequality constraints...............: 16<br>
inequality constraints with only lower bounds: -2147483648<br>
inequality constraints with lower and upper bounds: 0<br>
inequality constraints with only upper bounds: 0<br>
<br>
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls<br>
0 2.0362309e+03 0.00e+00 nan 0.0 0.00e+00 - 0.00e+00 0.00e+00 0<br>
WARNING: Problem in step computation; switching to emergency mode.<br>
<br>
1r 2.0362309e+03 7.00e+00 2.50e+262 231.5 0.00e+00 20.0 0.00e+00 0.00e+00R 1<br>
Sorry, things failed ?!?!<br>
<br>
Number of Iterations....: 1<br>
<br>
(scaled) (unscaled)<br>
Objective...............: 3.9578951063542712e+02 2.0362308556865539e+03<br>
Dual infeasibility......: 6.2100723692028357e+231 3.1949156393548568e+232<br>
Constraint violation....: 0.0000000000000000e+00 6.9999999900000001e+00<br>
Complementarity.........: 5.3037746227453124e+180 2.7286497616126147e+181<br>
Overall NLP error.......: 6.2100723692028357e+231 3.1949156393548568e+232<br>
<br>
<br>
Number of objective function evaluations = 2<br>
Number of objective gradient evaluations = 2<br>
Number of equality constraint evaluations = 0<br>
Number of inequality constraint evaluations = 2<br>
Number of equality constraint Jacobian evaluations = 0<br>
Number of inequality constraint Jacobian evaluations = 1<br>
Number of Lagrangian Hessian evaluations = 1<br>
Total CPU secs in IPOPT (w/o function evaluations) = 0.003<br>
Total CPU secs in NLP function evaluations = 0.002<br>
<br>
EXIT: Restoration Failed!<br>
Solution:<br>
0<br>
0<br>
0<br>
0<br>
0<br>
0<br>
0<br>
0<br>
<br>
Do you know where this comes from ?<br>
Similarly, when I run ipopt on my problem, I get a problem in the constraints evaluation callback: some variables of the optimizer explode (1e+131).
<br>
Maybe you have an idea ?<br>
<br>
Thanks for your help,<br>
Jean <br>
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