[Ipopt] Ipopt Error

Tiago Filomena tiagofilomena at gmail.com
Sun Nov 29 11:01:33 EST 2009


Hello,
I am trying to solve a quadratic problem with non-linear constraints with
Ipopt and AMPL. I have one model that works with the following constraint:

sum{s1 in securities} ExpReturn[s1]*x[s1]-sqrt((1/card(T))*sum{t1 in
T}(sum{s1 in securities} dif[t1, s1]*x[s1])^2)>=R


I want to break this constraint in two parts:

sum{s1 in securities} dif[t1, s1]*x[s1]=q[t1]

and

sum{s1 in securities} ExpReturn[s1]*x[s1]-sqrt((1/card(T))*sum{t1 in
T}(q[t1])^2))>=R

I am doing this because I want to decrease the number of operations of the
model given that I want to solve many of these problems and I want to use
q[t1] in other operations also.
Ipopt is not being able to solve this second problem, I do not know why.
Do you have some suggestion?
Thanks,
Tiago

PS: the error message is the following:
EXIT: Invalid number in NLP function or derivative detected.
Error in an AMPL evaluation. Run with "halt_on_ampl_error yes" to see
details.
Exception of type: Eval_Error in file
"C:\cygwin\home\svigerske\BuildDir\Bonmin\releases-0.99.3\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.
can't open at2520.sol
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