[Coin-ipopt] Problem in memory allocation

[Verma, Ragini]

I am using Ipopt on Linux  with a c++ interface. 
 
In my problem, I have 12*M variables and M equality constraints and  bound
constraints on all of the variables ie 12M of them. The objective function
is non-linear. The constraints are linear. 
 
While the algo performs well for M = 100 and lower, for M = 500 it starts
giving memory allocation errors. I am including one such error message: 
 
 
****************************************************************************
**
This program contains IPOPT, a program for large-scale nonlinear
optimization.
   IPOPT is released as open source under the Common Public License (CPL).
               For more information visit www.coin-or.org/Ipopt
****************************************************************************
**
 
Number of variables           :     5952
   of which are fixed         :        0
Number of constraints         :      496
Number of lower bounds        :     5952
Number of upper bounds        :     5952
Number of nonzeros in Jacobian:  2952192
 
ITER     ERR       MU      ||C||   ||YPY||  ||PZ||     ||D||   ALFA(V)
ALFA(X)     NU   #LS       F      #cor   Regu    CPU(s)
    0 .100E+10c .100E+00 .247E-14 .000E+00 .000E+00  .000E+00 .000E+00
.000E+00  .000E+00  0 0.14080873E+08  0 .000E+00 .253E+04
 ma27_call:  LIWMA increased from 29613690 to 14825440
 ma27_call:  LA increased from 2958640 to 14825440
 ma27_call:  LIWMA increased from 14825440 to 74574845
 ma27_call:  LA increased from 14825440 to 74574845
 ma27_call:  LIWMA increased from 74574845 to 373470645
 ma27_call:  LA increased from 74574845 to 373470645
 ma27_call:  LIWMA increased from 373470645 to 1867949645
 ma27_call:  LA increased from 373470645 to 1867949645
 get_step_full: IP_MALLOC returned  -1 for KKT (realloc)
 solve_barrier: get_step_full returns IERR =  96
 mainloop: Error: solve_barrier ends with IERR =  96
 
Number of iterations taken .............                      0
Final value of objective function is.... 0.1408087347920045E+08
 
Errors at final point                      (scaled)       (unscaled)
Final maximal constraint violation is... 0.111022E-15    0.111022E-15
Final value for dual infeasibility is... 0.100000E+03    0.128967E+07
Final value of complementarity error is. 0.100000E+10    0.100000E+10
 
The objective function was evaluated      1 times.
The constraints were evaluated            1 times.
 
EXIT: Error during dynamic memory allocation
 
CPU seconds spent in IPOPT and function evaluations =       2542.4099
 
 
 
 
M = 500 is a lower end of my problem, I am looking at M = 5000 or more in my
real problem. I was wondering whether it will be feasible to use Ipopt with
such a large size problem and how to solve the memory management problem.  
 
Thanks,
. 
Ragini 
 
---------------------------------------
Ragini Verma, Ph.D.
Section of Biomedical Image Analysis
Department of Radiology
University of Pennsylvania
Add : 3600 Market St. Suite 380
      Philadelphia, PA 19104
Tel : 215 662 7471
Fax : 215 614 0266
Email : Ragini.Verma at uphs.upenn.edu 
 
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