[Ipopt] Matlab interface problem when using hessian_approximation

[Peter Carbonetto]

I should say that I use the flags

    --with-blas="-framework vecLib" --with-lapack="-framework vecLib"

when compiling on Mac OS X.

Peter

On Fri, 30 Apr 2010, Andreas Waechter wrote:

> Hi Peter,
>
> The problem could be that different versions of the LAPACK (maybe also
> BLAS) libraries get mixed up...
>
> It might be the case that when you compile the Ipopt code, it is linking
> against whatever BLAS/LAPACK you provide or is automatically found on
> your system, and when you run the stand-alone code these versions of the
> libraries are used.  But Matlab comes with its own BLAS/LAPACK, and there
> might be inconsistencies... (I also noticed on some 64bit systems some
> problems lately that I still haven't fixed...)
>
> You could try to configure the Ipopt code to use the BLAS/LAPACK coming
> with Matlab (I think it might be the mkl library), but I don't know if
> that will work, you might just end up seeing the same error now even in
> your stand-alone...  The issue might be that for some reason the integer
> type of the Matlab version of LAPACK is non-standard...?
>
> Maybe one thing you can try is to download the netlib source for BLAS and
> LAPACK, and force its inclusing into the Ipopt library by configuring with
> --with-blas=BUILD and --with-lapack=BUILD.  Maybe the Ipopt code will then
> not try to use the Matlab version of those libraries.   However,
> depending on the size of your problem and what linear solver you use in
> Ipopt, you might see notso great performance since the netlib code is not
> optimized...
>
> Regards,
>
> Andreas
>
> On Fri, 30 Apr 2010, Peter Gehler wrote:
>
>> 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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