[Ipopt] Continuing with the portfolio optimization problem

Stefan Vigerske stefan at math.hu-berlin.de
Thu Aug 7 07:18:20 EDT 2008


Hi,

ok, probably it is caught inside Ipopt already, I suspect line 581 of 
IpIpoptApplication.cpp.
However, with the default print_level it should have printed an message 
about what is wrong with the TNLP, because there is an
    exc.ReportException(*jnlst_, J_ERROR);
What is the output of Ipopt?
(Maybe you need to run from a command line to see it?)

Best,
Stefan

Krish Krishnan wrote:
> Hi Stefan:
> 
> I already had a try and catch block around this, but the catch block does not 
> catch the exception.  The status returned is Unrecoverable_Exception.
> 
> Thanks
> Krish
> 
> ----- Original Message ----
> From: Stefan Vigerske <stefan at math.hu-berlin.de>
> To: Krish Krishnan <rkrishnan8216 at yahoo.com>
> Cc: ipopt at list.coin-or.org
> Sent: Thursday, August 7, 2008 2:52:05 PM
> Subject: Re: [Ipopt] Continuing with the portfolio optimization problem
> 
> Hi,
> 
> INVALID_TNLP is an exception that you should be able to catch and have a
> look into the error message.
> Around your call of OptimizeTNLP, you do something like
> try {
>   ...OptimizeTNLP(...);
> } catch (IpoptException e) {
>   std::cout << e.Message() << std::endl;
> }
> Maybe it gives you a hint on what Ipopt did not like on your NLP.
> 
> Good luck,
> Stefan
> 
> Krish Krishnan schrieb:
>  > Hi All:
>  >
>  > I recoded a large part of my program (I have to use MFC and so I don't have
>  > access to Valgrind and other nice tools).  When I start up ipopt from within my
>  > code (C++ interface) it calls get_nlp_info first and then get_bounds_info. 
>  > Right after this it crashes, with the error message INVALID_TNLP at memory
>  > location 0x0012caa0.  Even though I compiled Ipopt with the debug option, I get
>  > only the assembly code and I am unable to locate what the problem is.  Any clues
>  > as to what might be happening?
>  >
>  > Thanks and regards
>  > Krish
>  >
>  >
>  >
>  > ------------------------------------------------------------------------
>  >
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> 
> 
> -- 
> Stefan Vigerske
> Humboldt University Berlin, Numerical Mathematics
> http://www.math.hu-berlin.de/~stefan <http://www.math.hu-berlin.de/%7Estefan>
> 


-- 
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan


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