[Ipopt] Error in GAMS with IPOPT as solver

[Stefan Vigerske]

Hi,

It looks like some of your functions cannot be evaluated at the starting 
point that you provide to Ipopt.
By default, GAMS sets the starting point as the projection of 0 to the 
variable bounds. If some of your functions cannot be evaluated at 0, 
then you get errors like below.
Therefore, what you can do is to provide a better starting point using 
the .l attribute.

E.g., consider a simple GAMS program like
Variable x;
Equation eq;
eq... log(x) =L= 1;

This will cause problems because log(x) cannot be evaluated at x==0.
Thus, setting   x.l = 1;    should help here.

Even better is to set the variable bounds such that all functions can be 
evaluated for points within the points. For the above example, something 
like   x.lo = 0.01;   would satisfy.

Hope this helps,
Stefan

yanndan bronx schrieb:
> Hello all,
> 
> I have a problem with IPOPT in GAMS. It is a NLP problem and can not solve it. It is written in logs :
> **************************************************************************
> Number of nonzeros in equality constraint Jacobian...:      234
> Number of nonzeros in inequality constraint Jacobian.:        6
> Number of nonzeros in Lagrangian Hessian.............:       43
> 
> Error evaluating Jacobian of equality constraints at user provided starting point.
>   No scaling factors for equality constraints computed!
> Error evaluating Jacobian of inequality constraints at user provided starting point.
>   No scaling factors for inequality constraints computed!
> 
> Number of Iterations....: 0
> 
> Number of objective function evaluations             = 0
> Number of objective gradient evaluations             = 0
> Number of equality constraint evaluations            = 0
> Number of inequality constraint evaluations          = 1
> Number of equality constraint Jacobian evaluations   = 0
> Number of inequality constraint Jacobian evaluations = 0
> Number of Lagrangian Hessian evaluations             = 0
> Total CPU secs in IPOPT (w/o function evaluations)   =      0.031
> Total CPU secs in NLP function evaluations           =      0.000
> 
> EXIT: Invalid number in NLP function or derivative detected.
> Exception of type: Eval_Error in file "../../../../GAMSlinks-trunk/Ipopt/src/Algorithm/IpOrigIpoptNLP.cpp" at line 550:
>  Exception message: success && IsFiniteNumber(unscaled_c->Nrm2()) evaluated false: Error evaluating the equality constraints
> 
> EXIT: Some uncaught Ipopt exception encountered.
> ********************End of log***************************************
> 
> When I put GAMS option, scaleopt, to 1 there is no more complains about scale in logs but there is still the error of Ipopt/src/Algorithm/IpOrigIpoptNLP.cpp
> 
> If you have any idea, how to solve this problem, I will be grateful.
> 
> 
> Best Regards,
> Dan
> 
> 
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-- 
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan