[Ipopt] warm_ start error at initial iterates

Stefan Vigerske stefan at math.hu-berlin.de
Sun Mar 6 06:27:15 EST 2011


> I need a help. I am using IPOPT 3.9.1 at C interface and I am having
> problems for use the warm start option.
> I am setting the option "warm_start_init_point" to "yes" like is
> written in the tutorial. I am passing the initial lagrange multipliers
> values vector at the function IpoptSolve at the fifth, sixth and
> seventh parameters, but I have gotten the following error:
> Exception of type: FAILED_INITIALIZATION in file
> "../../../Ipopt/src/Algorithm/IpoptAlg.cpp" at line 549: Exception
> message: retval evaluated false: Error while obtaining initial
> iterates.
> Does anyone have any idea what is happening and what I can do for correct this?

 From a look into the code I think that this C interface does not 
support the warm start option for the multipliers.
The 5th-7th parameter of IpoptSolve are there to provide arrays where 
the multipliers in the solution can be stored, but not to provide a 
starting point.
If you look at IpStdCInterface.cpp:217, then you see that NULL's are 
passed to the arguments of the StdInterfaceTNLP where one could set the 
initial multipliers.
With a few modifications to the C-interface, you should be able to 
extend it to do what you need.


> Regards
> Wendel Alexandre Melo
> master degree student
> Federal University of Rio de Janeiro
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