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FYI MUMPS 5.x works with IPOPT. The parallelism is decent as well,
it's now threaded as well as multi-process.<br>
<br>
Damien<br>
<br>
<div class="moz-cite-prefix">On 1/23/2020 7:24 AM, Elias Trommer
wrote:<br>
</div>
<blockquote type="cite"
cite="mid:1579789454546.77601@rl-institut.de">
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<p>Very good advice, thank you!<br>
Indeed I was using MUMPS4.0 and switching over to MA97 seems to
have fixed it! I'll look into PARDISO as well.<br>
<br>
Best regards, Elias<br>
<br>
</p>
<div style="color: rgb(33, 33, 33);">
<hr tabindex="-1" style="display:inline-block; width:98%">
<div id="divRplyFwdMsg" dir="ltr"><font style="font-size:11pt"
face="Calibri, sans-serif" color="#000000"><b>Von:</b> Sean
Hardesty <a class="moz-txt-link-rfc2396E" href="mailto:sean.hardesty@gmail.com"><sean.hardesty@gmail.com></a><br>
<b>Gesendet:</b> Donnerstag, 16. Januar 2020 05:58<br>
<b>An:</b> Elias Trommer<br>
<b>Cc:</b> <a class="moz-txt-link-abbreviated" href="mailto:ipopt@list.coin-or.org">ipopt@list.coin-or.org</a><br>
<b>Betreff:</b> Re: [Ipopt] Segmentation fault due to MUMPS
memory allocation</font>
<div> </div>
</div>
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<div dir="ltr">
<div>Do you know what version of MUMPS you are using?
According to my notes from experiments a couple years ago,
MUMPS 4 does not use internal 64-bit integer indexing, so
if you have more than 2^31 non-zeros (or maybe 2^32), it
will crash. I think this is supported as of MUMPS 5.1.0,
but I don't know whether Ipopt works with MUMPS 5. In
order to solve problems requiring 64-bit indexing, I had
to use MA86 or MA97. MA27 and MA57 don't use 64-bit
integers either. I tried to use Pardiso, but had
difficulty getting it to link against MKL, so I don't know
how it behaves...</div>
<div><br>
</div>
<div> Sean<br>
</div>
</div>
<br>
<div class="gmail_quote">
<div dir="ltr" class="gmail_attr">On Mon, Jan 13, 2020 at
1:34 AM Elias Trommer <<a
href="mailto:elias.trommer@rl-institut.de"
moz-do-not-send="true">elias.trommer@rl-institut.de</a>>
wrote:<br>
</div>
<blockquote class="gmail_quote" style="margin:0px 0px 0px
0.8ex; border-left:1px solid rgb(204,204,204);
padding-left:1ex">
<div dir="ltr" style="font-size:12pt; color:rgb(0,0,0);
background-color:rgb(255,255,255);
font-family:Calibri,Arial,Helvetica,sans-serif">
<p>Hi everyone,</p>
<p>I'm trying to use ipopt as a solver for a non-linear
optimization problem in Julia. This works fine for
smaller instances of the problem, however for larger
instances MUMPS seems to fail because of a failing
memory allocation. The full error output is at the end
of this eMail.<br>
</p>
<p><br>
</p>
<p>Because I previously had problems with this, I've
decreased the option `mumps_mem_percent` to a value of
100 so that the restoration would not fail during the
first iteration as described in the error message.</p>
<p>However, for this particular problem, I'm having a
hard time pinning down the source. It's running on an
Ubuntu 18.04 machine with 64Gb of RAM and 16Gb of
Swap, so I presume it's not a lack of actual memory,
but rather an allocation issue. I've also checked the
ulimit on the machine I'm working on and it's set to
unlimited.<br>
</p>
<p><br>
</p>
<p>I was hoping someone could help me pin down the cause
of this issue (and ideally how to fix it)!</p>
<p><br>
</p>
<p>Thank you in advance,</p>
<p>Elias Trommer<br>
</p>
<p><br>
</p>
```
<p>This is Ipopt version 3.12.10, running with linear
solver mumps.<br>
NOTE: Other linear solvers might be more efficient
(see Ipopt documentation).<br>
<br>
Number of nonzeros in equality constraint
Jacobian...: 863116<br>
Number of nonzeros in inequality constraint
Jacobian.: 108177<br>
Number of nonzeros in Lagrangian
Hessian.............: 358996</p>
<p><br>
Total number of
variables............................: 145445<br>
variables with only lower
bounds: 0<br>
variables with lower and upper
bounds: 144771<br>
variables with only upper
bounds: 0<br>
Total number of equality
constraints.................: 145338<br>
Total number of inequality
constraints...............: 36059<br>
inequality constraints with only lower
bounds: 0<br>
inequality constraints with lower and upper
bounds: 0<br>
inequality constraints with only upper
bounds: 36059<br>
<br>
iter objective inf_pr inf_du lg(mu) ||d||
lg(rg) alpha_du alpha_pr ls<br>
0 2.3869702e+03 4.60e+01 1.00e+00 -1.0
0.00e+00 - 0.00e+00 0.00e+00 0<br>
1 2.3914541e+03 4.48e+01 2.58e+05 -1.0
6.23e+01 - 2.96e-05 2.61e-02F 1<br>
2 2.3936754e+03 3.08e+02 7.11e+07 -1.0
6.07e+01 - 4.74e-01 9.61e-01f 1<br>
3 2.3924281e+03 3.08e+02 7.10e+07 -1.0 4.05e+03
-2.0 1.11e-03 6.56e-04f 1<br>
4 2.3924033e+03 3.08e+02 7.10e+07 -1.0 1.40e+03
-1.6 5.44e-03 3.68e-05f 1<br>
5 2.3920925e+03 3.08e+02 7.10e+07 -1.0 3.06e+03
-2.1 2.68e-03 3.03e-04f 1<br>
6 2.3918892e+03 3.08e+02 7.10e+07 -1.0
1.07e+04 - 6.52e-04 1.30e-04f 1<br>
7 2.3915687e+03 3.07e+02 7.09e+07 -1.0
1.11e+03 - 5.12e-03 7.38e-04f 1<br>
8 2.3908132e+03 3.07e+02 7.08e+07 -1.0
1.13e+03 - 1.08e-02 2.08e-03f 1<br>
9 2.3907401e+03 3.07e+02 9.31e+09 -1.0
7.76e+02 - 2.79e-02 1.84e-04f 1<br>
iter objective inf_pr inf_du lg(mu) ||d||
lg(rg) alpha_du alpha_pr ls<br>
10 2.3892870e+03 3.05e+02 1.62e+10 -1.0
5.84e+02 - 2.56e-02 6.94e-03f 1<br>
11 2.3894049e+03 3.04e+02 3.09e+10 -1.0
4.25e+02 - 4.15e-02 1.21e-03f 1<br>
12 2.3960908e+03 2.88e+02 3.92e+10 -1.0
3.76e+02 - 8.17e-02 5.33e-02f 1<br>
13 2.4009546e+03 2.78e+02 2.85e+10 -1.0
3.05e+02 - 3.87e-03 3.45e-02f 1<br>
14 2.4012483e+03 2.77e+02 3.19e+10 -1.0
2.93e+02 - 1.40e-02 2.36e-03f 1<br>
15 2.4038152e+03 2.72e+02 3.44e+10 -1.0
2.93e+02 - 3.19e-02 2.10e-02f 1<br>
16 2.4038403e+03 2.72e+02 4.23e+10 -1.0
2.86e+02 - 2.55e-02 2.15e-04h 1<br>
17 2.4036648e+03 2.71e+02 4.17e+10 -1.0
4.57e+03 - 3.36e-06 3.15e-04f 1<br>
18 2.4069581e+03 2.67e+02 3.57e+10 -1.0
2.89e+02 - 2.86e-04 1.71e-02f 1<br>
19 2.4069888e+03 2.67e+02 6.39e+10 -1.0
2.83e+02 - 2.26e-02 1.75e-04h 1<br>
iter objective inf_pr inf_du lg(mu) ||d||
lg(rg) alpha_du alpha_pr ls<br>
20 2.4068113e+03 2.67e+02 6.38e+10 -1.0
3.88e+04 - 1.85e-06 2.86e-05h 1<br>
21 2.4067828e+03 2.67e+02 4.51e+10 -1.0
4.20e+03 - 3.96e-06 7.14e-05h 1<br>
MUMPS returned INFO(1) = -9 and requires more memory,
reallocating. Attempt 1<br>
Increasing icntl[13] from 80 to 160.<br>
MUMPS returned INFO(1) = -9 and requires more memory,
reallocating. Attempt 1<br>
Increasing icntl[13] from 160 to 320.<br>
MUMPS returned INFO(1) = -9 and requires more memory,
reallocating. Attempt 2<br>
Increasing icntl[13] from 320 to 640.<br>
MUMPS returned INFO(1) = -9 and requires more memory,
reallocating. Attempt 3<br>
Increasing icntl[13] from 640 to 1280.<br>
MUMPS returned INFO(1) = -9 and requires more memory,
reallocating. Attempt 4<br>
Increasing icntl[13] from 1280 to 2560.<br>
22 2.4067829e+03 2.67e+02 4.51e+10 -1.0 5.70e+00
5.8 2.39e-05 1.79e-05h 1<br>
MUMPS returned INFO(1) = -9 and requires more memory,
reallocating. Attempt 1<br>
Increasing icntl[13] from 2560 to 5120.<br>
MUMPS returned INFO(1) = -9 and requires more memory,
reallocating. Attempt 2<br>
Increasing icntl[13] from 5120 to 10240.<br>
MUMPS returned INFO(1) = -9 and requires more memory,
reallocating. Attempt 3<br>
Increasing icntl[13] from 10240 to 20480.<br>
Problem with integer stack size 1
1 6<br>
<br>
signal (11): Segmentation Fault</p>
```
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