[Ipopt] Matlab interface problem when using hessian_approximation

[Peter Gehler]

Hello

I am using IpOpt-3.7.0, Matlab R2010A, compiled with gcc,g++,gfortran 
version 4.3.2.

I have the following problem when using the Matlab interface whenever I 
set hessian_approximation = limited_memory. For example in the included 
"examplehs051.m" I encounter the following problem:

========
 >> examplehs051
This is Ipopt version 3.7.0, running with linear solver ma27.

Number of nonzeros in equality constraint Jacobian...:        7
Number of nonzeros in inequality constraint Jacobian.:        0
Number of nonzeros in Lagrangian Hessian.............:        0

** On entry to DPOTRF parameter number  4 had an illegal value
Erase is control-H (^H).
========

The same is true for all included matlab examples whenever I change to 
include "options.ipopt.hessian_approximation = 'limited-memory';"  I 
checked the c-examples in Ipopt/examples/ which work fine for both 
settings. I also compiled a version of the library with the mumps solver 
only instead of the HSL package but encounter the very same behaviour. I 
suspect that problem is caused by blas but since the command line 
version works, I am unsure how to resolve this problem.

Best Regards, Peter


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