[Ipopt] IPOPT: EXIT: Not enough memory

[Tom Vacek]

I have a similar issue.  I have a problem with ~17000 variables and 
~1000 equality constraints.  Therefore, the search direction iteration 
matrix should be 18000x18000.  (But it's an easy problem: 
quadratic/affine with a diagonal Hessian).  My system has 16G of memory, 
and an 18000x18000 dense matrix would take 2.5 gigs, yet Ipopt runs out 
of memory.  Also, I can easily factorize the same iteration matrix using 
Matlab ldl, which is ma57 as well.

Can someone explain why this is so?

Thanks,

Tom

On 03/16/2011 11:04 AM, Jonathan Hogg wrote:
>    From the linear solver's point of view, this is because it ran out of
> memory. The "Reallocating memory..." statements would indicate the main
> cause of this was delayed pivots. The following two solutions then
> present themselves:
>
> (a) Buy more memory (probably cheaper if your time is expensive)
> (b) Decrease the numerical difficulty of the problem. The could for
> example involve scaling the matrix better or decreasing the ma57 pivot
> tolerance/maximum pivot tolerance (though the latter may result in more
> iterations or failure to converge)
>
> Jonathan.
>
> On 16/03/11 08:26, Adrian Tica wrote:
>> Hello,
>>
>> I have the following problem when I tried to make an optimization:
>>
>>
>> This is Ipopt version 3.8.3, running with linear solver ma57.
>>
>>
>> Number of nonzeros in equality constraint Jacobian...: 82003
>> Number of nonzeros in inequality constraint Jacobian.: 302
>> Number of nonzeros in Lagrangian Hessian.............: 0
>>
>> Reallocating memory for MA57: lfact (1335948)
>> Reallocating memory for MA57: lfact (2213990)
>>
>> EXIT: Not enough memory.
>>
>>
>> I saw a discussion about this, 4 years ago, but I didn't find the
>> answer. Could you tell me what is the cause, and how could I solve it?
>>
>>
>> Best regards,
>>
>> Adrian
>>
>>
>>
>>
>>
>>
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