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<p class="MsoNormal"><span style="color:#1F497D">Using the Matlab interface with the option ‘mehrotra_algorithm’ = ‘yes’ gives the following exception:<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">Exception of type: OPTION_INVALID in file "..\..\..\src\Algorithm\IpAlgBuilder.cpp" at line 724:<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">Exception message: !mehrotra_algorithm || smuoracle=="probing" evaluated false: If mehrotra_algorithm=yes, mu_oracle must be "probing".<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">EXIT: Invalid option encountered.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">Have you enabled mu_oracle as per the above? If not, and you are not catching the exception, this could be your problem.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D">Jonathan<o:p></o:p></span></p>
<p class="MsoNormal"><span style="color:#1F497D"><o:p> </o:p></span></p>
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<p class="MsoNormal"><b><span lang="EN-US" style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">From:</span></b><span lang="EN-US" style="font-size:10.0pt;font-family:"Tahoma","sans-serif""> ipopt-bounces@list.coin-or.org [mailto:ipopt-bounces@list.coin-or.org]
<b>On Behalf Of </b>Joris Gillis<br>
<b>Sent:</b> Thursday, 11 October 2012 5:29 a.m.<br>
<b>To:</b> ipopt@list.coin-or.org<br>
<b>Subject:</b> [Ipopt] segmentation fault for unbounded convex QP with mehrotra_algorithm<o:p></o:p></span></p>
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<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><span lang="NL-BE">Dear all,<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="NL-BE"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">I’m experiencing a segmentation fault that occurs in PDSearchDirCalculator::ComputeSearchDirection for a problem with the following characteristics:<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">Sparse convex QP<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">No constraints<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">Decision variable bounds that are large but finite<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">mehrotra_algorithm active<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">Hessian approximation exact or limited-memory, does not matter.<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">Since we are using our own python interface (CasADi), it is possible that the error lies in our interface.<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">So could someone here please reconstruct this problem by more conventional means so I can file a proper ticket?<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">I’m adding the code of the failing case here for further reference:<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">======<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">from casadi import *<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">N = 5<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">x = ssym("x",N)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">x0 = DMatrix.ones(N,1)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">H = DMatrix.eye(N)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">A = DMatrix.ones(0,N)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">G = mul(H,x0)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">obj = 0.5*mul([x.T,H,x])-mul(G.T,x)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">f = SXFunction([x],[obj])<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">g = SXFunction([x],[mul(A,x)])<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">j = SXFunction([x],[A])<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US"> <o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">solver = IpoptSolver(f,g,FX(),j)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">solver.setOption("mehrotra_algorithm","yes");<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">solver.init()<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">solver.input(NLP_LBX).setAll(-1000)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">solver.input(NLP_UBX).setAll(1000)<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">solver.solve()<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">======<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US"><o:p> </o:p></span></p>
<p class="MsoNormal"><span lang="EN-US">Best regards,<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US"> Joris Gillis<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US"><o:p> </o:p></span></p>
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