[Ipopt] ipopt and hessian_approximation = limited-memory

[pierre-lin.pommier at fr.michelin.com]

Hello,

I have an optimization problem with 4 parameters having to be optimized. I 
suppose the hessian of Lagrangian is dense that's why I set nele_hess = 4 
* (4 + 1) / 2 = 10. Morevoer, I have 2 equality constraints, that's why I 
set nele_jac = 4 * 2 = 8

If I use my own hessian fonction, called "eval_h", I obtain a great 
result. Unfortunately, If I use the option "hessian_approximation" = 
"limite-memory", after several iterations, I have an error saying "the 
memory can't be read".

My program crashes inside the Ipopt fonction UpdateHessian()

My code is the following (I'm using the C interface) :

// create the IpoptProblem
nlp = CreateIpoptProblem(n, x_L, x_U, m, g_L, g_U, nele_jac, 
nele_hess,index_style, eval_f, eval_g, eval_grad_f, eval_jac_g, eval_h);

AddIpoptStrOption(nlp,"hessian_approximation", "limited-memory");

status = IpoptSolve(nlp, x, g, &obj, mult_g,mult_x_L, mult_x_U, 
user_data);

Do you know where could be the problem ? Have you got any ideas ?

Thank you very much.

Best regards,

Pierre-Lin Pommier

_______________________________________________________
Pierre-Lin POMMIER
Manufacture Française des Pneumatiques Michelin 
CTE/DTO/SIM/ET   CER  Ladoux - Bâtiment  F32 ? 2ème étage 
23 place des Carmes-Dechaux 63040 Clermont-Ferrand Cedex 9 
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Tel ext : (+33) (0)4 73 10 71 94      Fax ext : (+33) (0)4 73 10 85 41 
mail : pierre-lin.pommier at fr.michelin.com

Confidentialité D3
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