[ADOL-C] memory issue

Rishi Amrit amrit at wisc.edu
Wed Sep 8 13:35:30 EDT 2010


   I am using ADOLC to compute sparse jacobian and hessian for solving an
optimization problem using IPOPT nlp solver. As required, I first create
tapes and generate the sparsity patters using spase_jac and sparse_hess with
repeat argument as 0. Then when IPOPT calls the ADOLC function to evaulate
the jacobian and hessian at its iterates, I call sparse_jac and sparse_hess
with repeat=1, reusing the sparsity pattern computed initialy. Once the
optimization is completed, I free up the rind, cind, jacval and hessval
variables as required and the function terminates. Now I'm calling this
function from octave. When I call the function again with different
parameters, the above sequence repeats but what I see is that when sparse
drivers are called with ipopt, the memory usage steeps up and hence
evaluation time is higher, even though the problem dimensions are the same.
I am not sure why this might be happening. Either some memory is not
deallocating properly in each call or something. Any ideas on this would be
highly appreciated.


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