<br>I'm using IPOPT (through the java-interface on windows XP) to solve large regularized regression problems. <br><br>The program has already been used regularly but is now failing on a large problem (larger then everything we did before).<br>
<br>Any pointers to the cause of the problem are greatly appreciated. <br><br>I give below an extract of the normal log as well as some extracts of the detailed log file<br><br>regards,<br>Ludo.<br><br><br>LOG<br><br><br>
Number of nonzeros in equality constraint Jacobian...: 711199<br>Number of nonzeros in inequality constraint Jacobian.: 225537<br>Number of nonzeros in Lagrangian Hessian.............: 225610<br><br>Total number of variables............................: 225610<br>
variables with only lower bounds: 0<br> variables with lower and upper bounds: 225610<br> variables with only upper bounds: 0<br>Total number of equality constraints.................: 73<br>
Total number of inequality constraints...............: 1<br> inequality constraints with only lower bounds: 0<br> inequality constraints with lower and upper bounds: 1<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 4.8822836e+001 1.56e-003 1.33e-001 -1.0 0.00e+000 - 0.00e+000 0.00e+000 0<br>WARNING: Problem in step computation; switching to emergency mode.<br>
1r4.8822836e+001 1.56e-003 9.38e+002 -1.0 0.00e+000 20.0 0.00e+000 0.00e+000R 1<br>WARNING: Problem in step computation; switching to emergency mode.<br>Restoration phase is called at point that is almost feasible,<br>
with constraint violation 0.000000e+000. Abort.<br>Restoration phase in the restoration phase failed.<br><br><br><br>AT THE TOP OF THE IPOPT-LOG FILE<br><br>Scaling parameter for objective function = 1.000000e+000<br>Equality constraints are not scaled.<br>
Inequality constraints are not scaled.<br>Initial values of x sufficiently inside the bounds.<br>Moved initial values of s sufficiently inside the bounds.<br>MUMPS used permuting_scaling 5 and pivot_order 6.<br> scaling will be -2.<br>
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>Factorization failed with retval = 2<br><br><br>SOMEWHAT FURTHER DOWN THERE ARE THE FOLLOWING MESSAGES :<br>
<br><br><br>**************************************************<br>*** Solving the Primal Dual System for Iteration 0:<br>**************************************************<br><br>In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>
Factorization failed with retval = 2<br>Number of negative eigenvalues too small!<br>Asking augmented system solver to improve quality of its solutions.<br>Increasing pivot tolerance for MUMPS from 1.00e-006 to 1.00e-003.<br>
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>Factorization failed with retval = 2<br>Number of negative eigenvalues too small!<br>Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0<br>
test_status_ = 1<br>In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>Factorization failed with retval = 2<br>Number of negative eigenvalues too small!<br>Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0<br>
test_status_ = 2<br>In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>Factorization failed with retval = 2<br>Number of negative eigenvalues too small!<br>Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0<br>
test_status_ = 3<br>In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>Factorization failed with retval = 2<br>Number of negative eigenvalues too small!<br>Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0<br>
test_status_ = 4<br>In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>Factorization failed with retval = 2<br>Number of negative eigenvalues too small!<br>Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0<br>
test_status_ = 4<br>In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>Factorization failed with retval = 2<br>Number of negative eigenvalues too small!<br>Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0<br>
test_status_ = 4<br>In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>Factorization failed with retval = 2<br>Number of negative eigenvalues too small!<br>Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0<br>
test_status_ = 4<br>In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>Factorization failed with retval = 2<br>Number of negative eigenvalues too small!<br>Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0<br>
test_status_ = 4<br>In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>Factorization failed with retval = 2<br>Number of negative eigenvalues too small!<br>Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0<br>
test_status_ = 4<br>In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>Factorization failed with retval = 2<br>Number of negative eigenvalues too small!<br>Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0<br>
test_status_ = 4<br>In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>Factorization failed with retval = 2<br>Number of negative eigenvalues too small!<br>Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0<br>
test_status_ = 4<br>In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>Factorization failed with retval = 2<br>Number of negative eigenvalues too small!<br>Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0<br>
test_status_ = 4<br>In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>Factorization failed with retval = 2<br>Number of negative eigenvalues too small!<br>Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0<br>
test_status_ = 4<br>In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>Factorization failed with retval = 2<br>Number of negative eigenvalues too small!<br>Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0<br>
test_status_ = 4<br>In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals = 74<br>Factorization failed with retval = 2<br>Number of negative eigenvalues too small!<br>Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0<br>
test_status_ = 4<br>delta_x perturbation is becoming too large: 1.000000e+022<br>PerturbForSingularity can't be done for assume singular.<br>*** Step could not be computed in iteration 0!<br>Fallback option activated in BacktrackingLineSearch!<br>
WARNING: Problem in step computation; switching to emergency mode.<br><br><br>