[Ipopt] Ipopt Digest, Vol 38, Issue 14
Carl Laird
carl.d.laird at gmail.com
Wed Feb 27 18:19:56 EST 2008
Hello Weizhong Zhang,
The method eval_jac_g is called by Ipopt for two purposes. The first
is to retrieve the sparsity structure of the matrix (where will the
non-zeros be). Note, that this structure is fixed throughout the
optimization and cannot change. The second purpose is to return the
values of the jacobian at a certain point. Ipopt will call eval_jac_g
many times to evaluate the jacobian at different points as it solves
the problem.
Therefore, the first time that Ipopt calls eval_jac_g it will be to
retrieve the sparsity structure. For this purpose, it does not need
any values, it just wants to know where the non-zeros will be so it
can reserve the appropriate memory and data structures. Therefore,
when you give Ipopt the sparsity structure, you should include every
(i,j) that may ever have a nonzero value, even if they may be zero at
the initial point. For this call, Ipopt will have valid pointers for
iRow and jCol, but NULL for x since it does not care about the actual
values of the jacobian, but only the structure.
The second time (and every time thereafter) that Ipopt calls
eval_jac_g, it will be to retrieve the values of the jacobian at a
particular point x. Here, Ipopt will give NULL pointers for iRow and
jCol, but a valid pointer in x. During these calls, return the
derivatives in the "values" array using the same order that you
specified iRow/jCol in the first call.
I hope this helps,
Cheers,
Carl.
2008/2/27 ZhangWeizhong <greatzwz at hotmail.com>:
>
> Hi, anyone can help me about my problem?
>
> For eval_jac_g(Index n, const Number* x, bool new_x, Index m, Index nele_jac, Index* iRow, Index *jCol, number* values ).
> In IPOPT manual p21
> " If iRow and jCol arguments are not NULL, then IPOPT wants your to fill in the sparsity structure of the Jacobian(the row and column indices only). At this time, the x argument and the values argument will be NULL"
>
> I do not understand the following two questions according to the manual p21.
> How can x be null at any situation? The values are the nonzero elements in the jacobian of the constraint functions, how can be null when we specify the locations of the nonzero elements?
>
> Thank you.
>
>
> The attachment is the results from my running program.
>
>
>
> I used "derivative checker" to run my program, the result is in the following:
> "......
> * jac_g [ 96, 151] = 0.0000000000000000e+00 ~ 1.8756734988301105e+03 [ 1.000e+00]
> * jac_g [ 98, 151] = 0.0000000000000000e+00 ~ 1.9164490083767305e+03 [ 1.000e+00]
> * jac_g [ 100, 151] = 0.0000000000000000e+00 ~ 1.9572245150811796e+03 [ 1.000e+00]
>
> Derivative checker detected 935 error(s).
>
> Number of nonzeros in equality constraint Jacobian...: 1000
> Number of nonzeros in inequality constraint Jacobian.: 0
> Number of nonzeros in Lagrangian Hessian.............: 0
>
> *** Error from MA27AD *** IFLAG = 1 IERROR = 958
> The index of a matrix is out of range.
> Please check your implementation of the Jabobian and Hessian matrices.Exception of type: FATAL_ERROR_IN_LINEAR_SOLVER in file "IpStdAugSystemSolver.cpp" at line 219:
> Exception message: A fatal error occured in the linear solver.
>
> EXIT: Some uncaught Ipopt exception encountered.
>
>
> *** The problem FAILED!"
>
> By valgrind:
> ==20844== 128199 errors in context 40 of 40:
> ==20844== Conditional jump or move depends on uninitialised value(s)
>
>
>
> ----------------------------------------
> > From: ipopt-request at list.coin-or.org
> > Subject: Ipopt Digest, Vol 38, Issue 14
> > To: ipopt at list.coin-or.org
> > Date: Wed, 27 Feb 2008 12:00:02 -0500
> >
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> >
> > 1. Re: Ipopt Digest, Vol 38, Issue 8 (ZhangWeizhong)
> >
> >
> > ----------------------------------------------------------------------
> >
> > Message: 1
> > Date: Tue, 26 Feb 2008 16:51:45 -0500
> > From: ZhangWeizhong
> > Subject: Re: [Ipopt] Ipopt Digest, Vol 38, Issue 8
> > To: ZhangWeizhong
> > Cc: ipopt at list.coin-or.org
> > Message-ID:
> > Content-Type: text/plain; charset="gb2312"
> >
> >
> > Hi,all:
> > Do we must supply "values" in eval_jac_g manually because IPOPT can not provide these automatically?
> > It seems that we do not have to provide the values(just index of the jacobian matrix is fine) to NAG.
> > The two differences between NAG and IPOPT now for me are
> > 1. IPOPT needs to be provided with the derivative of the objective function, which is not required in NAG.
> > 2. IPOPT needs to be provided with the jacobian of the constraints manually, in NAG, just the structure of the jacobian is needed.
> > Am I right for these?
> > Thank you.
> > Weizhong Zhang
> >
> >
> > ----------------------------------------
> >> From: greatzwz at hotmail.com
> >> To: stefan at math.hu-berlin.de
> >> Subject: RE: [Ipopt] Ipopt Digest, Vol 38, Issue 8
> >> Date: Tue, 26 Feb 2008 15:21:14 -0500
> >>
> >>
> >> Hi,Stefan:
> >> Thank you so much for your help.
> >> I think now I may know where the problem is.
> >> It is in
> >> eval_jac_g(Index n, const Number* x, bool new_x, Index m, Index nele_jac, Index* iRow, Index *jCol, Number* values).
> >>
> >> I have supplied iRow, jCol, but the values for the Jacobian of the constraints at the point x were not provided, I assumed it will be zero which is defined as the same as in NAG.
> >>
> >> I will check that, thank you so much.
> >> Weizhong Zhang
> >>
> >>
> >>
> >>
> >>
> >> ----------------------------------------
> >>> Date: Tue, 26 Feb 2008 20:37:23 +0100
> >>> From: stefan at math.hu-berlin.de
> >>> To: ipopt at list.coin-or.org
> >>> CC: greatzwz at hotmail.com
> >>> Subject: Re: [Ipopt] Ipopt Digest, Vol 38, Issue 8
> >>>
> >>> Hi,
> >>>
> >>> ZhangWeizhong wrote:
> >>>> hI, all: Now the problem is " Invalid number in NLP function or derivative detected" And number of iteration is "0" Can anyone give me any suggestions?
> >>>
> >>> Probably your code that computes function values and jacobian returns an
> >>> invalid number.
> >>> From the valgrind message you send I would guess that you might not set
> >>> all values in the arrays that Ipopt provides you when it asks for a
> >>> function or jacobian evaluation.
> >>>
> >>> You should make sure that you implemented the evaluation routines
> >>> eval_f, eval_grad_f, eval_g, and eval_jac_g such that you return correct
> >>> numbers in obj_value, grad_f, g, and values, repectively.
> >>> E.g., in the eval_jac_g routine make sure that you have set all nele_jac
> >>> entries of values and did not leave some out.
> >>> Also you should not assume that values array is initialized with 0'th.
> >>>
> >>> Adding some printf's in your evaluation routines that tell which values
> >>> you return to Ipopt should help to find the problem.
> >>>
> >>> (Andreas, you could make this error message a bit clearer by at least
> >>> telling whether it was a function value or a gradient :-).)
> >>>
> >>> Best,
> >>> Stefan
> >>>
> >>>
> >>> --
> >>> Stefan Vigerske
> >>> Humboldt University Berlin, Numerical Mathematics
> >>> http://www.math.hu-berlin.de/~stefan
> >>
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> > End of Ipopt Digest, Vol 38, Issue 14
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--
Carl D. Laird
Assistant Professor,
Artie McFerrin Department of Chemical Engineering,
Texas A&M University
Ph: (979) 458-4514
Email: carl.laird at tamu.edu
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