[Coin-ipopt] IPOPT for QP problems

[Matthew Guthaus]

Hi,

I'm using IPOPT to solve a simple equality constrained quadratic  
programming problem (I cannot find an adequate QP solver with API...  
Clp has one, but no API.). IPOPT works well on small problems,  
however, on medium problems I get the following error. Can anyone  
provide insight into the problem?

Thanks,

Matt



Number of variables           :     2694
    of which are fixed         :        0
Number of constraints         :      597
Number of lower bounds        :     2694
Number of upper bounds        :     2694
Number of nonzeros in Jacobian:   148230
Number of nonzeros in Hessian :  3630165

ITER     ERR       MU      ||C||    ||D||   ALFA(X) #LS         
F         Regu
     0 .100E+03d .100E+00 .397E-02 .000E+00 .000E+00   0 0.92802159E 
+08 .000E+00
Least square system singular while initializing equality multipliers.
Setting multipliers to zero.
Regularization parameter getting too large (a):  1.E+42
     1 .265E+04d .100E+00 .397E-02 .000E+00 .000E+00-  0 0.92802159E 
+08 .000E+00
Regularization parameter getting too large (a):  1.E+42
solve_barrier: get_step_full returns IERR =  10
mainloop: Error: solve_barrier ends with IERR =  10

Number of iterations taken .............                      1
Final value of objective function is.... 0.9280215934507787E+08

Errors at final point                      (scaled)       (unscaled)
Final maximal constraint violation is... 0.250111E-03    0.250111E-03
Final value for dual infeasibility is... 0.264759E+04    0.968047E+06
Final value of complementarity error is. 0.100000E+03    0.100000E+03

The objective function was evaluated      1 times.
The constraints were evaluated            1 times.

EXIT: Linear system becomes too ill-conditioned

CPU seconds spent in IPOPT and function evaluations =         36.3400

IPOPT returned IERR = 10