[Coin-ipopt] Problem using lapackpp and IPOpt

[Sonia Singhal]

Hi Andreas,

The exception is not being thrown from any IPOpt function, its from
the Lapackpp package that I am using. I think in there its assumed
that those flags would be masked.

I compiled IPOpt as per the instructions provided for the MSDS. The
only difference is that I dont have the Intel Fortran Compiler thats
compatible with MSDS, so I downloaded one that you or Carl once
mentioned in one of the posts on this forum -- Salford Fortran
compiler for MSVS. I shall check if there is a setting in that
compiler.

Thanks,
~ sonia

On 12/18/06, Andreas Waechter <andreasw at watson.ibm.com> wrote:
> Hi Steve and Sonia,
>
> I don't think any of us Ipopt developers is purposely changing the
> exception settings, certainly not in the code; what you describe sounds
> wrong, we don't want any exceptions (and we check for NaN explicitly in
> our code).
>
> Maybe it has to do with the compiler flags?  I have to admit that I use
> the MSDS only if I really have to, and I don't know what options are
> really set in the project files that are in the Ipopt distribution.
>
> Sonia, did you create the Ipopt project file from scratch (since you are
> not using the Fortran Lapack)?  Are there some choices one can make that
> have an influence on the excpetions?
>
> Cheers
>
> Andreas
>
> On Mon, 18 Dec 2006, Steven Dirkse wrote:
>
> > Sonia Singhal wrote:
> >> Hi,
> >>  Thanks for this info. I set the cw to the one in which my program was
> >> running properly.
> >> Apparently, IPOpt has just the INEXACT flag on, whereas LAPACKPP has all
> >> the flags you mentioned on.
> >>  If I turn on all the flags, it doesnt crash in the lapackpp function
> >> calls.
> >> But I was wondering if this is ok ? If there was an underflow (or
> >> zerodivide, etc) in the calculations, doesnt it mean something went wrong
> >> in the calculations? Even though I am getting the right answer.
> >>  Thanks,
> >> ~ sonia
> >
> > Interesting that your IPOPT runs with only the INEXACT exception masked.  I'd
> > like to know if and why they expect DENORMAL and UNDERFLOW exceptions to be
> > unmasked.
> >
> > In general, you can hope that code developers set the exception mask for a
> > reason.  For example, if they want to get +/- infinity when overflow occurs
> > (i.e. their code is written to work with these values) they can just mask
> > OVERFLOW exceptions.  If they don't expect to get reasonable results when
> > working with infinity, they might not mask OVERFLOW.  So I'd say only the
> > code developers (or those reading the code carefully) can say what exceptions
> > ought to be masked.
> >
> > -Steve
> >
> >> On 12/16/06, *Steven Dirkse* <sdirkse at gams.com <mailto:sdirkse at gams.com>>
> >> wrote:
> >>
> >>     Sonia Singhal wrote:
> >>      > Hi,
> >>      >
> >>      > I am doing development in Microsoft Visual Studio 2003. I have been
> >>      > using LAPACK through a C++ interface provided in lapackpp-2.5.0.
> >>     I was
> >>      > using it for solving linear system of equations and doing SVD. This
> >>      > package provides the libs for lapack and blas which I used for
> >>     compiling
> >>      > their c++ interface package.
> >>      > Recently I used IpOpt ( 3.2.3 ) version in the code to solve an
> >>      > optimization problem. I havnt written the complete code yet, just
> >>     made a
> >>      > dummy optimization class just to see if I was able to link the
> >>     entire
> >>      > ipopt infrastructure with my existing code. I was able to compile
> >> and
> >>      > run the Cpp Example given in the IPOpt distribution.
> >>      > The problem is that my code crashes in the lapackpp's call to their
> >>      > interface to SVD (dgesdd). It crashes giving a "floating point
> >>      > underflow" error. This doesnt happen if I remove ipopt's libs and
> >>     code.
> >>      > I have posted this question on the lapackpp forum too. I am
> >>     posting here
> >>      > too just in case anyone has any idea of what the problem could be.
> >>      >
> >>      > Thanks,
> >>      > ~ sonia
> >>      >
> >>
> >>     Sonia,
> >>
> >>     Floating point underflow is a hardware exception that can be raised on
> >>     most CPUs.  Typically this is masked, so when underflow occurs the
> >>     result is stored as a denormal (if it isn't one already) if possible or
> >>     silently flushed to zero.  I'd guess that LAPACK is expecting this
> >>     setting.  Somehow running with the IPOPT code in there, this exception
> >>     is unmasked and you LAPACK behaves differently.
> >>
> >>     You can experiment with your code to see what the exception mask is
> >>     when
> >>     it works and when it aborts.  Here is a snippet of code to get you
> >>     started:
> >>
> >>     #if defined(_WIN32)
> >>     {
> >>       unsigned int cw;
> >>
> >>       cw = _control87(0,0);
> >>       if (cw & _EM_INVALID   ) ADD2MASK(EX_INVALIDOP );
> >>       if (cw & _EM_DENORMAL  ) ADD2MASK(EX_DENORMAL  );
> >>       if (cw & _EM_ZERODIVIDE) ADD2MASK(EX_ZERODIVIDE);
> >>       if (cw & _EM_OVERFLOW  ) ADD2MASK(EX_OVERFLOW  );
> >>       if (cw & _EM_UNDERFLOW ) ADD2MASK(EX_UNDERFLOW );
> >>       if (cw & _EM_INEXACT   ) ADD2MASK(EX_PRECISION );
> >>     }
> >>
> >>     I would google _control87 for more info.  FYI, ADD2MASK is a macro of
> >>     mine, but _EM_INVALID are defined by some system headers.  If you
> >>     replace ADD2MASK by some print statements you should see what the
> >>     mask is.
> >>
> >>     -Steve
> >>
> >>
> >
> >
> > --
> > Steven Dirkse, Ph.D.    GAMS Development Corporation
> > 1217 Potomac St. NW             Washington DC  20007
> > Voice: (202)342-0180              Fax: (202)342-0181
> > mailto:sdirkse at gams.com          http://www.gams.com
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