[Ipopt] Problems in models in C++/ Initialization does not succeed

[Hans Pirnay]

Dan,

you seem to define an option called "jacobian" somewhere. Is there a file
"ipopt.opt" in the directory you are executing the problem in? Ipopt will
look for a file with that name and try to read option definitions from it.
If there is such a file, move/rename it.

About your jacobian: With the option
app->Options()->SetStringValue(
"jacobian_approximation","finite-difference-values" );
you let Ipopt construct the jacobian from finite differences. Any code in
your Ipopt::TNLP::eval_jac_g implementation will not be called. Try
commenting all options except for the derivative checker.

If you are just running a model, it is generally a better idea to define the
options in the separate ipopt.opt file - that way you don't have to
recompile your problem just to change the parameters or turn the derivative
checker off. Read about it here:
http://www.coin-or.org/Ipopt/documentation/node55.html
If you read options from a file, make absolutely sure, that there is a new
line at the end of the file.

hope this helps

Hans

On Wed, Feb 9, 2011 at 2:01 PM, Dan <yanndan at yahoo.com> wrote:

> Thank you Hans for your answer.
>
> I am running this program under ubuntu 10.04 coding with CodeBlocks 8.02.
> I tried your idea of using Valgrind. Code::Blocks does not seem to redirect
> all the printings to the terminal.  Thanks to valgrind, I was able to see an
> error message I was missing for a long time.
> :
> **********************************************************************
> Exception of type: OPTION_INVALID in file
> "../../../../Ipopt/src/Common/IpOptionsList.cpp" at line 638:
>  Exception message: Read Option: "jacobian". It is not a valid option.
> Check the list of available options.
>
>
> *** Error during initialization!
> *********************************************************************
>
> This error seems to come from the piece of code below. I now have an exit
> error if initialization does not suceed. It is strange this error occurs in
> this code.
>
> When I coded my example in hs_071 way, the same piece of code does not
> return any error.
> ***********************************************************************
>
> // Create an instance of the IpoptApplication
> //
> // We are using the factory, since this allows us to compile this
> // example with an Ipopt Windows DLL
> SmartPtr<IpoptApplication> app = IpoptApplicationFactory();
>
> // Change some options
> // Note: The following choices are only examples, they might not be
> //       suitable for your optimization problem.
> app->Options()->SetNumericValue("tol", 1e-7);
> app->Options()->SetStringValue("mu_strategy", "adaptive");
> app->Options()->SetStringValue("output_file", "ipopt.out");
> app->Options()->SetStringValue(
> "jacobian_approximation","finite-difference-values" );
> app->Options()->SetStringValue( "derivative_test","first-order" );
>
> // Intialize the IpoptApplication and process the options
> ApplicationReturnStatus status;
> status = app->Initialize();
> if (status != Solve_Succeeded) {
> printf("\n\n*** Error during initialization!\n");
> exit(-1);
> }
>
>
> *******************************************************************************************
>
> I do not understand why there is an initialization problem in this case. I
> run valgrind to see if there was any memory leak. The code previous at this
> step of initialization  does not seem to have any.
>
> If you have any idea how to solve this initialization bug, I will be glad
> to know them.
>
> Best Regards,
> Dan
>
>
>
> --- En date de : *Mer 9.2.11, Hans Pirnay <hans.pirnay at rwth-aachen.de>* a
> écrit :
>
>
> De: Hans Pirnay <hans.pirnay at rwth-aachen.de>
> Objet: Re: [Ipopt] Problems in models in C++
> À: "Dan" <yanndan at yahoo.com>
> Cc: ipopt at list.coin-or.org
> Date: Mercredi 9 février 2011, 11h37
>
> If you are on linux: use valgrind to figure out if your problems may be due
> to uninitialized values
>
> On Wed, Feb 9, 2011 at 10:57 AM, Dan <yanndan at yahoo.com<http://mc/compose?to=yanndan@yahoo.com>
> > wrote:
>
> Dear all,
>
> I have a problem with the C++ Interface. I am currently coding some network
> models. I tried to model a small instance like the hs_071 example and it
> went well.
>
> I coded my network in term of functions that my TNLP class will called if
> needed.
> When I run it, it does not find a solution and it goes into a loop.I caught
> this message run by IPOPT:
> "WARNING : Problem in step computation; switching to emergency code."
>
> In order to solve my problem, I tried several thing including the
> derivative checker and two weird things appears:
>
>    - my jacobian is not dense. I can not figure why. I checked at almost
>    step and I can not find why the derivative checker of my jacobian is dense.
>    - the value found by the derivative checker are eccentric. It says mine
>    are wrong while they are not. It is a adjacency matrix so it is only 1 and
>    -1.
>
> If you have any ideas to solve my problem of ways to find my errors, I
> would greatly appreciate.
>
> Best Regards,
> Dan
>
>
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