[Ipopt] Size of double precision work space too small

[Xiaoming Yu]

Hi Dr. Wachter :

1) I am using IPOPT version 2.2.1e (FORTRAN).

 estimated double precision work space requirement =       617084
 estimated integer work space requirement          =      1168269
 
I gave 
      LIW  =     50000000
      LRW =     100000000

As you can see LIW >> LIWe and LRW >>LRWe. However, I still have


An error occoured after            0  Iterations.
 The error code is           98

EXIT: Size of double precision work space too small

I defined :

      NARGS = 6
      ARGS(1) = 1.d-3
      CARGS(1) = 'dtol'
      ARGS(2) = 10
      CARGS(2) = 'iprint'
      ARGS(3) = 1
      CARGS(3) = 'ifile'
      ARGS(4) = 6
      CARGS(4) = 'IQUASI'
      ARGS(5) = 50
      CARGS(5) = 'IMAXITER'
      ARGS(6) = 1.1D0
      CARGS(6) = 'DFILLINFACT'

The problem size is ( 153 design variables with lower and upper bounds,
and 469 inequality constraints) : 
Number of variables           :      622
   of which are fixed         :        0
Number of constraints         :      469
Number of lower bounds        :      153
Number of upper bounds        :      622
 init_mem: After CONSTR LRS_END =       583436 LIS_END =       583436
Number of nonzeros in Jacobian:   291718 (full dense)
 init_mem: After MAINLOOP LRS_END =       609161 LIS_END =       583436
 init_mem: After FILTER LRS_END =       617194 LIS_END =       583436
 init_mem: After RESTO_FILTER LRS_END =       647739 LIS_END =
583436
 init_mem: After RESTO_TRON LRS_END =       647739 LIS_END =
583436
 init_mem: After GET_STEP_FULL LRS_END =       647739 LIS_END =
1172327
 init_mem: After OPTERROR LRS_END =       647739 LIS_END =      1172327
 init_mem: After GET_HV =       647739 LIS_END =      1172327
|grad F|_max = 0.11D+02
 get_scale: |g|_inf =    10.7422475814819
 get_scale: QFSCALE =    1.00000000000000
 get_scale: smallest CSCALE =   0.243789316867635

My question is : (1) Why is the estimated space too small? (2) MAT27 (or
linear system solver) is the key for the memory requirement? (3) The C++
version IPOPT requires less memory than the FORTRAN version?

Thanks,

Xiaoming




-----Original Message-----
From: ipopt-bounces at list.coin-or.org
[mailto:ipopt-bounces at list.coin-or.org] On Behalf Of Sebastian Nowozin
Sent: Sunday, April 13, 2008 4:42 AM
To: Stefan Vigerske
Cc: ipopt at list.coin-or.org
Subject: Re: [Ipopt] Best and free way of interacting with IPOPT on
Linux

On Sun, Apr 13, 2008 at 12:42 PM, Stefan Vigerske <stefan at vigerske.de>
wrote:

>  As far as I know, there are several interfaces available:
>  - C, C++, Fortran
>  - Java
>  - Matlab
>  - AMPL, GAMS

> [...]
>  Also the Java and Matlab interfaces I have never tried, but they also
>  require you to implement derivative evaluation methods. It might also
be
>  that the communication between the Java or Matlab world on the one
side
>  and the C++ world on the Ipopt side has an impact on the efficiency.
>  With the AMPL and GAMS interfaces specification of the model is more
>  convenient, but they might not fit into the "free" category. Even
though
>  the interfaces are for free, the compiler for the algebraic model to
an
>  instance that the interface can understand is not free for larger
>  models. Note that Ipopt is also included the GAMS distribution.

The Matlab interface is great and works like a charm (thanks to
Peter), I have used it often in the last few months.  However, usually
it is not the most efficient because all the different computations
are split up across functions (computeObjective, computeGradient,
computeJacobian, computeHessian).  For most problems I have worked
with you could do this calculation more efficiently if you could
calculate them together.  As Matlab's function interface is strictly
functional (i.e. no side effects), this is not possible with the
current interface, except by using hacks such as global variables and
checking if recomputation is necessary.

Sebastian
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