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<div style="direction: ltr;font-family: Tahoma;color: #000000;font-size: 10pt;">Hello all,<br>
<br>
Thanks to Jonathan for helping me out in a private thread.<br>
However, he was not able to reproduce this using the matlab interface.<br>
<br>
Further details of my situation: the same fault occurs with ma57, ma27, mumps.<br>
<br>
The programs outputs:<br>
<br>
This is Ipopt version 3.10.2, running with linear solver ma27.<br>
<br>
Number of nonzeros in equality constraint Jacobian...: 0<br>
Number of nonzeros in inequality constraint Jacobian.: 0<br>
Number of nonzeros in Lagrangian Hessian.............: 0<br>
<br>
Total number of variables............................: 5<br>
variables with only lower bounds: 0<br>
variables with lower and upper bounds: 5<br>
variables with only upper bounds: 0<br>
Total number of equality constraints.................: 0<br>
Total number of inequality constraints...............: 0<br>
inequality constraints with only lower bounds: 0<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 0.0000000e+00 0.00e+00 1.00e+00 0.0 0.00e+00 - 0.00e+00 0.00e+00 0<br>
1 -2.4999996e+00 0.00e+00 3.85e-06 -5.0 1.00e+00 - 9.90e-01 1.00e+00f 1<br>
2 -2.5000000e+00 0.00e+00 3.81e-06 -11.0 3.84e-04 - 9.90e-01 1.00e+00f 1<br>
3 -2.5000000e+00 0.00e+00 3.81e-08 -11.0 1.54e-11 - 9.90e-01 1.00e+00f 1<br>
4 -2.5000000e+00 0.00e+00 3.81e-10 -11.0 3.55e-17 - 9.90e-01 1.00e+00 0<br>
5 -2.5000000e+00 0.00e+00 3.81e-14 -11.0 3.55e-17 - 1.00e+00 1.00e+00T 0<br>
Segmentation fault (core dumped)<br>
<br>
<br>
Stack trace:<br>
<br>
<br>
#0 0x00007ffff3852eb2 in std::vector<Ipopt::SmartPtr<Ipopt::Vector>, std::allocator<Ipopt::SmartPtr<Ipopt::Vector> > >::operator[] (this=0xd0, __n=4)<br>
at /usr/include/c++/4.6/bits/stl_vector.h:711<br>
#1 0x00007ffff38525aa in Ipopt::CompoundVector::IsCompNull (this=0x0, i=4)<br>
at ../../../../Ipopt/src/Interfaces/../LinAlg/IpCompoundVector.hpp:79<br>
#2 0x00007ffff385284c in Ipopt::IteratesVector::GetIterateFromComp (this=0x0, <br>
i=4)<br>
at ../../../../Ipopt/src/Interfaces/../Algorithm/IpIteratesVector.hpp:501<br>
#3 0x00007ffff3852798 in Ipopt::IteratesVector::z_L (this=0x0)<br>
at ../../../../Ipopt/src/Interfaces/../Algorithm/IpIteratesVector.hpp:233<br>
#4 0x00007ffff3941482 in Ipopt::PDSearchDirCalculator::ComputeSearchDirection<br>
(this=0x10819f0)<br>
at ../../../../Ipopt/src/Algorithm/IpPDSearchDirCalc.cpp:88<br>
#5 0x00007ffff38d803e in Ipopt::IpoptAlgorithm::ComputeSearchDirection (<br>
this=0x1081a40) at ../../../../Ipopt/src/Algorithm/IpIpoptAlg.cpp:507<br>
#6 0x00007ffff38d7176 in Ipopt::IpoptAlgorithm::Optimize (this=0x1081a40, <br>
isResto=false) at ../../../../Ipopt/src/Algorithm/IpIpoptAlg.cpp:314<br>
#7 0x00007ffff384e438 in Ipopt::IpoptApplication::call_optimize (<br>
this=0xb2ed30)<br>
at ../../../../Ipopt/src/Interfaces/IpIpoptApplication.cpp:816<br>
#8 0x00007ffff384d59a in Ipopt::IpoptApplication::OptimizeNLP (this=0xb2ed30, <br>
nlp=..., alg_builder=...)<br>
at ../../../../Ipopt/src/Interfaces/IpIpoptApplication.cpp:713<br>
---Type <return> to continue, or q <return> to quit---<br>
#9 0x00007ffff384d291 in Ipopt::IpoptApplication::OptimizeNLP (this=0xb2ed30, <br>
nlp=...) at ../../../../Ipopt/src/Interfaces/IpIpoptApplication.cpp:676<br>
#10 0x00007ffff384ce64 in Ipopt::IpoptApplication::OptimizeTNLP (<br>
this=0xb2ed30, tnlp=...)<br>
at ../../../../Ipopt/src/Interfaces/IpIpoptApplication.cpp:655<br>
<br>
Any more ideas to debug this?<br>
<br>
Thanks in advance,<br>
Joris Gillis<br>
<div style="font-family: Times New Roman; color: #000000; font-size: 16px">
<hr tabindex="-1">
<div style="direction: ltr;" id="divRpF864018"><font color="#000000" face="Tahoma" size="2"><b>From:</b> Jonathan Currie [jonathan.currie@aut.ac.nz]<br>
<b>Sent:</b> Wednesday, October 10, 2012 11:49 PM<br>
<b>To:</b> Joris Gillis; 'ipopt@list.coin-or.org'<br>
<b>Subject:</b> RE: segmentation fault for unbounded convex QP with mehrotra_algorithm<br>
</font><br>
</div>
<div></div>
<div>
<div class="WordSection1">
<p class="MsoNormal"><span style="color:#1F497D">Using the Matlab interface with the option ‘mehrotra_algorithm’ = ‘yes’ gives the following exception:</span></p>
<p class="MsoNormal"><span style="color:#1F497D"> </span></p>
<p class="MsoNormal"><span style="color:#1F497D">Exception of type: OPTION_INVALID in file "..\..\..\src\Algorithm\IpAlgBuilder.cpp" at line 724:</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".</span></p>
<p class="MsoNormal"><span style="color:#1F497D"> </span></p>
<p class="MsoNormal"><span style="color:#1F497D">EXIT: Invalid option encountered.</span></p>
<p class="MsoNormal"><span style="color:#1F497D"> </span></p>
<p class="MsoNormal"><span style="color:#1F497D"> </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.</span></p>
<p class="MsoNormal"><span style="color:#1F497D"> </span></p>
<p class="MsoNormal"><span style="color:#1F497D">Jonathan</span></p>
<p class="MsoNormal"><span style="color:#1F497D"> </span></p>
<div>
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<p class="MsoNormal"><b><span style="font-size:10.0pt; font-family:"Tahoma","sans-serif"" lang="EN-US">From:</span></b><span style="font-size:10.0pt; font-family:"Tahoma","sans-serif"" lang="EN-US"> 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</span></p>
</div>
</div>
<p class="MsoNormal"> </p>
<p class="MsoNormal"><span lang="NL-BE">Dear all,</span></p>
<p class="MsoNormal"><span lang="NL-BE"> </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:</span></p>
<p class="MsoNormal"><span lang="EN-US">Sparse convex QP</span></p>
<p class="MsoNormal"><span lang="EN-US">No constraints</span></p>
<p class="MsoNormal"><span lang="EN-US">Decision variable bounds that are large but finite</span></p>
<p class="MsoNormal"><span lang="EN-US">mehrotra_algorithm active</span></p>
<p class="MsoNormal"><span lang="EN-US">Hessian approximation exact or limited-memory, does not matter.</span></p>
<p class="MsoNormal"><span lang="EN-US"> </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.</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?</span></p>
<p class="MsoNormal"><span lang="EN-US"> </span></p>
<p class="MsoNormal"><span lang="EN-US">I’m adding the code of the failing case here for further reference:</span></p>
<p class="MsoNormal"><span lang="EN-US"> </span></p>
<p class="MsoNormal"><span lang="EN-US">======</span></p>
<p class="MsoNormal"><span lang="EN-US">from casadi import *</span></p>
<p class="MsoNormal"><span lang="EN-US"> </span></p>
<p class="MsoNormal"><span lang="EN-US">N = 5</span></p>
<p class="MsoNormal"><span lang="EN-US"> </span></p>
<p class="MsoNormal"><span lang="EN-US">x = ssym("x",N)</span></p>
<p class="MsoNormal"><span lang="EN-US">x0 = DMatrix.ones(N,1)</span></p>
<p class="MsoNormal"><span lang="EN-US">H = DMatrix.eye(N)</span></p>
<p class="MsoNormal"><span lang="EN-US">A = DMatrix.ones(0,N)</span></p>
<p class="MsoNormal"><span lang="EN-US">G = mul(H,x0)</span></p>
<p class="MsoNormal"><span lang="EN-US">obj = 0.5*mul([x.T,H,x])-mul(G.T,x)</span></p>
<p class="MsoNormal"><span lang="EN-US"> </span></p>
<p class="MsoNormal"><span lang="EN-US">f = SXFunction([x],[obj])</span></p>
<p class="MsoNormal"><span lang="EN-US">g = SXFunction([x],[mul(A,x)])</span></p>
<p class="MsoNormal"><span lang="EN-US">j = SXFunction([x],[A])</span></p>
<p class="MsoNormal"><span lang="EN-US"> </span></p>
<p class="MsoNormal"><span lang="EN-US">solver = IpoptSolver(f,g,FX(),j)</span></p>
<p class="MsoNormal"><span lang="EN-US">solver.setOption("mehrotra_algorithm","yes");</span></p>
<p class="MsoNormal"><span lang="EN-US">solver.init()</span></p>
<p class="MsoNormal"><span lang="EN-US">solver.input(NLP_LBX).setAll(-1000)</span></p>
<p class="MsoNormal"><span lang="EN-US">solver.input(NLP_UBX).setAll(1000)</span></p>
<p class="MsoNormal"><span lang="EN-US"> </span></p>
<p class="MsoNormal"><span lang="EN-US">solver.solve()</span></p>
<p class="MsoNormal"><span lang="EN-US">======</span></p>
<p class="MsoNormal"><span lang="EN-US"> </span></p>
<p class="MsoNormal"><span lang="EN-US">Best regards,</span></p>
<p class="MsoNormal"><span lang="EN-US"> Joris Gillis</span></p>
<p class="MsoNormal"><span lang="EN-US"> </span></p>
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