[Ipopt] ipopt and hessian_approximation = limited-memory

[Andreas Waechter]

Hi Pierre,

The values for nele_hess and nele_jac seem correct.

I don't what the error message "the memory can't be read" means - it is 
not Ipopt code that prints this.  Is this a segmentation fault?  It is not 
clear what the problem is.  I suggest you run your code through a memory 
checker (such as valgrind on Linux) to make sure that your code is not the 
cause of the problem.  If there is indeed a bug in Ipopt (which is 
possible, but most of time issues like this are due to bugs in user code) 
this would also show us exactly where.

Regards,

Andreas

On Mon, 21 Jun 2010 pierre-lin.pommier at fr.michelin.com wrote:

> 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
>
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