[Ipopt] Ipopt inexact algorithm

[Tom Vacek]

Can someone give me a pointer on how to invoke the inexact algorithm 
(the subject of a SIAM 2010 paper)?  It doesn't work from the Matlab 
interface (though it sounds like the Matlab interface was used to 
generate results in the paper).

Also, what are my options for iterative solvers?  PARDISO seems to have 
tightened academic licensing for version 4.1.  It's a 30-day trial only now.

Thanks in advance,

Tom

On 03/14/2011 03:42 PM, Andreas Waechter wrote:
> Hi
>
> Well, it might also just be a problem with Lapack and matlab and 64bit and
> funny integer types.  The error message is from LAPACK, and given that the
> signature is
>
>              SUBROUTINE DPOTRF( UPLO, N, A, LDA, INFO )
>
>              CHARACTER      UPLO
>
>              INTEGER        INFO, LDA, N
>
>              DOUBLE         PRECISION A( LDA, * )
>
> and therefore LDA seems to have an illegal value, it might be that Fortran
> and C integer types do not match.
>
> This might be related to a recent discussion on the Ipopt mailing list:
>
> http://list.coin-or.org/pipermail/ipopt/2011-March/002376.html
>
> And I have also seen a similar problem in a different context (not with
> matlab but also related to different integer types).  For this
> specific case, I added some code in Ipopt/src/LinAlg/IpLapack.cpp (look
> for the macro FUNNY_LAPACK_FINT).  I suggest you try to activate this code
> by configuring with
>
> ADD_CXXFLAGS='-DFUNNY_LAPACK_FINT'
>
> and recompiling everything (after 'make clean').  Not sure if that will
> help, but it might be worth a try...
>
> Andreas
>
> On Mon, 14 Mar 2011, Stefan Vigerske wrote:
>
>> Hi,
>>
>> it probably means that the jacobian or hessian contains values like nan
>> or inf, which may be a result from a nondifferentiability of one of your
>> functions in the current point.
>>
>> There is the Ipopt option check_derivatives_for_naninf
>> http://www.coin-or.org/Ipopt/documentation/node89.html
>> which may help to verify this.
>>
>> Stefan
>>
>>> I'm using ipopt with the matlab interface. So far everything went fine
>>> and I had no problems. But now I have a problem, that can be solve with
>>> matlab's fmincon but not with ipopt. When I run the problem with ipopt I
>>> get the following error message
>>>
>>>   ** On entry to DPOTRF parameter number  4 had an illegal value
>>>
>>> I do not understand what this means.
>>>
>>> Paul
>>>
>>> _______________________________________________
>>> Ipopt mailing list
>>> Ipopt at list.coin-or.org
>>> http://list.coin-or.org/mailman/listinfo/ipopt
>>>
>>
>> -- 
>> Stefan Vigerske
>> Humboldt University Berlin, Numerical Mathematics
>> http://www.math.hu-berlin.de/~stefan
>>
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>>
>>
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