[Ipopt] Error Message: Restoration phase in the restoration phase failed

[Andreas Waechter]

Hi,

It appears that the linear solver (you seem to be using MUMPS) has trouble 
solving the linear system during the step computation (running out of 
memory?).  You could try to use a different linear solver (e.g., Pardiso), 
or you can see if setting the option

mumps_mem_percent

to something less than its default 1000 (e.g., 200 or even less) avoids 
the memory problem in MUMPS.  A 2000 variable problem is not necessarily 
large, but maybe you are trying to solve a problem with dense derivative 
matrices?  (If only the Lagrangian Hessian is dense but the constraints 
Jacobian is sparse, you might be able to speeup up things by using the 
limited-memory Hessian approximation option...)

I hope this helps,

Andreas

On Wed, 26 Jan 2011, Pratim Vakish wrote:

>
>
>
> Hello,
> I am solving large (2000 decision variables) quadratic optimization problems and I obtain error message copied below. For smaller instances (1000 var), Ipopt converges.
>
> Could you please let me know what this error message means and how I could avoid it?
> WARNING: Problem in step computation; switching to emergency
> mode.
>
>   1r9.9999900e-003
> 1.91e+001 9.99e+002   1.3 0.00e+000    -
> 0.00e+000 0.00e+000R  1
>
> MUMPS returned INFO(1) =-13 - out or memory.Restoration phase is called at point that is almost
> feasible,  with constraint
> violation 1.734723e-018. Abort.
>
> Restoration phase in the restoration phase failed.
>
>
> Thanks,
>
> Pratim
>
>