[Coin-ipopt] Re: Bug report

[Zhiwen Chong]

On 4-Apr-06, at 4:02 PM, Andreas Waechter wrote:
> In future, please send messages regarding Ipopt to the Ipopt  
> mailing list (see list.coin-or.org/mailman/listinfo/coin-ipopt)

Oh, sorry about that; in this particular case, I didn't post on the  
mailing list because I had attached a file that wasn't meant for wide  
distribution.

> The error message you get is not quite correct - it is not really a  
> bug in Ipopt.  For some reason, Ipopt is not able to find a  
> suitable perturbation factor for your problem (in the Lagrangian  
> Hessian in the KKT system). This can happen, when there are invalid  
> numbers (Inf or NaN) returned in the Hessian from whatever computes  
> its values.  It can also happen, when the problem is very  
> degererate or badly scaled.

Yes, that's possible. One of my variables was raised to a fractional  
power, and though the variable itself is supposed to be non-negative,  
it might have taken on slightly negative values (e.g. -1e-14) during  
the iterations and thus rendering it complex. At least that's what I  
suspect.

> One think you could try is to use the option
> linear_system_scaling mc19

I tried this on a freshly compiled copy of Ipopt 3.0.1, but Ipopt  
doesn't seem to acknowledge it. This is the option declaration I used  
in my AMPL model:

	option ipopt_options 'linear_system_scaling=mc19';

I also tried putting the line 'linear_system_scaling mc19' in my  
PARAMS.DAT (which I understand is the preferred way of specifying  
solver options for now), but Ipopt still refuses to acknowledge it.  
Am I doing something wrong?

> I hope this helps,

Yup it does, thanks!

MfG,
Zhiwen