[Ipopt] Release/Debug mode

Thu Apr 19 21:08:59 EDT 2012

Hi Raquel,

I have seen the same problem with ipopt. Moreover, even between running de release version in de vs2008 ide and a console window gave different results! These differences could be large: under some circumstances the debug version may find a solution while the release version can't, or vice versa. 

I discovered that the problem (in my case) is caused by the vs2008 "Optimization" compiler settings of 2 projects when building the ipopt solution. If the "Optimization" for the release version of the "CoinBlas" project and the "CoinMumpsF90" project are disabled when building the ipopt solution, the differences in ipopt results disappear (debug/release and ide/console)! 

Apparently, the speed optimized (release) code produced by vs2008 is not 100% functionally identical to the non-optimized (debug) code. 

I hope this may help you. 

Regards,

Ronald Verhoeven. 

>Hi,

>an easy guess is that you have an ipopt.opt file in your desktop, but 
>not in C:\. In the AMPL interface, an ipopt.opt file is read by default, 
>if available.

>Another guess is that the environment is a bit different when executing 
>in C:\, e.g., the environment variable that holds the working path has a 
>different value. Maybe this leads to a different memory usage and then 
>something in Ipopt behaves differently (e.g., due to sorting something 
>by pointer adresses). But this is very unlikely.

>You could rerun with a high print_level (10, or so) and try to see from 
>which point on results are different.

>Stefan

> Hi all,
>
> I am trying to solve a NLP problem with IPOPT (865 variables and 530
> constraints). I am using the the binary (win32) DLL.
>
> If I run the program in debug mode, all is right. The problem comes when
> I try to execute it in release mode. In release, IPOPT gives me the
> optimal solution without problems, but this solution differs depending
> on the place where it's executed.
>
> For example, if I execute the code in my desktop, IPOPT finds the
> optimal solution in 193 iterations:
>
> iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
>
> 0 1.8990519e+003 2.53e+006 8.73e+001 0.0 0.00e+000 - 0.00e+000 0.00e+000 0
>
> 1 8.0615445e+004 2.53e+006 1.14e+002 5.5 1.68e+006 - 3.45e-008 1.52e-006f 1
>
> 2 8.4984098e+004 2.53e+006 1.14e+002 3.7 1.63e+006 - 9.21e-007 3.44e-006f 1
>
> 3 1.5133245e+005 2.53e+006 2.79e+002 4.3 1.68e+006 - 2.15e-006 1.32e-005f 1
>
> 4 2.8394936e+005 2.53e+006 2.94e+002 3.9 1.69e+006 - 1.38e-005 3.96e-005f 1
>
> 5 2.9204821e+005 2.53e+006 2.93e+002 4.8 1.01e+006 - 2.55e-006 2.71e-006f 1
>
> 6 8.2596406e+008 2.51e+006 1.02e+006 6.1 1.89e+006 - 1.72e-006 8.16e-003f 1
>
> ...
>
> Number of Iterations....: 193
>
> (scaled) (unscaled)
>
> Objective...............: 3.1208657806952629e+005 6.1431434113783743e+006
>
> Dual infeasibility......: 3.5501585875953514e-009 6.9881676654085783e-008
>
> Constraint violation....: 4.6566128730773926e-010 4.6566128730773926e-010
>
> Complementarity.........: 1.0000000696763270e-011 1.9684101371515826e-010
>
> Overall NLP error.......: 3.5501585875953514e-009 6.9881676654085783e-008
>
> Number of objective function evaluations = 355
>
> Number of objective gradient evaluations = 180
>
> Number of equality constraint evaluations = 355
>
> Number of inequality constraint evaluations = 0
>
> Number of equality constraint Jacobian evaluations = 196
>
> Number of inequality constraint Jacobian evaluations = 0
>
> Number of Lagrangian Hessian evaluations = 0
>
> Total CPU secs in IPOPT (w/o function evaluations) = 24.172
>
> Total CPU secs in NLP function evaluations = 48.125
>
> But if I execute the same code in C:/, the number of iterations and the
> results are different:
>
> iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
>
> 0 1.8990519e+003 2.53e+006 8.73e+001 0.0 0.00e+000 - 0.00e+000 0.00e+000 0
>
> 1 8.0615445e+004 2.53e+006 1.14e+002 5.5 1.68e+006 - 3.45e-008 1.52e-006f 1
>
> 2 8.4984098e+004 2.53e+006 1.14e+002 3.7 1.63e+006 - 9.21e-007 3.44e-006f 1
>
> 3 1.5133245e+005 2.53e+006 2.79e+002 4.3 1.68e+006 - 2.15e-006 1.32e-005f 1
>
> 4 2.8394985e+005 2.53e+006 2.94e+002 3.9 1.69e+006 - 1.38e-005 3.96e-005f 1
>
> 5 2.9204809e+005 2.53e+006 2.93e+002 4.8 1.01e+006 - 2.55e-006 2.71e-006f 1
>
> 6 8.2597073e+008 2.51e+006 1.02e+006 6.1 1.89e+006 - 1.73e-006 8.16e-003f 1
>
> ...
>
> Number of Iterations....: 111
>
> (scaled) (unscaled)
>
> Objective...............: 3.1208657753133564e+005 6.1431434007845754e+006
>
> Dual infeasibility......: 9.7656250000000000e-004 1.9222753906250035e-002
>
> Constraint violation....: 9.9999999999999969e-009 9.9999999999999969e-009
>
> Complementarity.........: 1.1550769498483705e-011 2.2736650188510352e-010
>
> Overall NLP error.......: 9.9999999999999969e-009 1.9222753906250035e-002
>
> Is normal this behavior?
>
> I have the same problem with versions 3.9.2 and 3.10.1.
>
> Best regards and thank you in advance
>
> Raquel
>
>
>
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