[Ipopt] IpOpt code: Detereministic or Random across various runs?

Mon Dec 17 12:46:58 EST 2012

Hi,
I tried export OMP_NUM_THREADS1=1 and runnig matlab using the
"-singleCompThread" option.
It still seems like that I have distinct answers for the same problem with
the same initial point:(.  But monitoring "top", I can see that sometimes I
have one MATLAB process that is always there and another that comes and
goes, I'll look into this again to make sure if its still using
multi-threading or not.
I'm trying to see if there is any MPI settings when building Ipopt or its
matlab interface.
There is also an mpisettings() function in matlab, but I don't see an
option for it to change matlab behavior, it only has a "deadlock detection
mode".

Alireza

On Mon, Dec 17, 2012 at 12:31 PM, Vivek Periaraj
<vivek.periaraj at gmail.com>wrote:

> In CPLEX multi-threading environment, there are two modes - deterministic
> and opportunistic. In the deterministic mode, the algorithm would follow
> the same path between each identical runs, hence the solution vector would
> remain the same. In the other mode, this is not guaranteed. If you use MPI
> for this, then I guess you could manually enforce such similar
> deterministic behavior.
>
>
> Regards,
> Vivek.
>
> ----- Original Message -----
>
> From: "AliReza Khoshgoftar Monfared" <khoshgoftar at gmail.com>
> To: ipopt at list.coin-or.org, "jonathan hogg" <jonathan.hogg at stfc.ac.uk>,
> "vivek periaraj" <vivek.periaraj at gmail.com>
> Sent: Monday, December 17, 2012 10:32:34 PM
> Subject: Re: IpOpt code: Detereministic or Random across various runs?
>
>
>
>
> Thanks Vivek and Jonathan,
>
>
> I also suspect that this issue has something to do with MATLAB (or
> settings of BLAS and LAPACK).
>
> My original MATLAB code should be single-threaded, but I am suspicious
> that when I call Ipopt(), which uses the corresponding mex file, there
> might be multiple threads involved.
> Is there a way to force a single thread in MATLAB though?
>
>
> Alireza
>
>
>
>
>
> Might also be worth seeing if you can force everything to run
> single-threaded and seeing if that has any effect. Some parallel
> algorithms will produce different results on different runs, and even
> small changes in the descend direction can produce different results as
> you describe.
> Jonathan.
>
> On 15/12/12 11:52, Vivek Periaraj wrote:
> > Maybe the data structures interfaced from MATLAB to IPOPT are in
> different orders in each run? Sometimes the order in which the variables
> are created affect the solution the algorithm converges to in the end.
> Especially true when multiple optimal solutions exists.
> >
> > Regards,
> > Vivek
> >
> >
> > Hi,
> >
> > I have been trying to solve an optimization with Ipopt.
> >
> > I'm using the MATLAB interface of Ipopt, and my optimization problem is a
> > not so complicated quadratic problem satisfying a number of distance
> > inequalities for some points.
> >
> > I have noticed that in different cases of my problem, whether it is
> solved
> > (status 0), detected infeasible (status 2) or exceeded maximum iterations
> > (status -2), even if I run the code with the exact same initial point and
> > exact same options, I get results that are different.
> > Now, I know that my problem does not have a unique solution, e.g. in case
> > of instances that are solved completely I get different results while all
> > satisfy the constraints. But still, I expect ipopt to give
> > me similar results when I run it with similar conditions.
> >
> > Is there any option in Ipopt that accounts to randomness. Or is it a
> > behavior of MATLAB?
> >
> > I have noticed that building Ipopt with various versions of BLAS and
> LAPACK
> > does not affect this in my case (I tried third party versions provided,
> and
> > also ATLAS implementations of libraries in Liunx), but forcing MALTAB to
> > use different BLAS and LAPACK versions (through environment variables
> > BLAS_VERSION and LAPACK_VERSION) has an effect (although in no case, I
> get
> > exactly similar results) .
> >
> > Has anybody else had such an experience with IpOpt? Should I change a
> > setting in Ipopt ot MATLAB?
> >
> > Thanks
> > ALireza
> >
> >
> > PS: If it helps, here is a summary of Ipopt options I have changed:
> >
> > ipopt.hessian_approximation = 'limited-memory';
> >> ipopt.mu_strategy = 'adaptive'; > tols = [1e-6; Options.MaxR;
> Options.MaxR]; > ipopt.tol = sum(tols); > ipopt.constr_viol_tol = tols(1);
> > ipopt.compl_inf_tol = tols(2); > ipopt.dual_inf_tol = tols(3); >
> hessian_constant = 'yes'; > ipopt.warm_start_init_point = 'yes';
> > _______________________________________________
> > Ipopt mailing list
> > Ipopt at list.coin-or.org
> > http://list.coin-or.org/mailman/listinfo/ipopt
> --
> Scanned by iCritical.
>
>
>
>
>
>
>
> On Fri, Dec 14, 2012 at 7:11 PM, AliReza Khoshgoftar Monfared <
> khoshgoftar at gmail.com > wrote:
>
> <blockquote>
>
> Hi,
>
>
> I have been trying to solve an optimization with Ipopt.
>
>
> I'm using the MATLAB interface of Ipopt, and my optimization problem is a
> not so complicated quadratic problem satisfying a number of distance
> inequalities for some points.
>
>
> I have noticed that in different cases of my problem, whether it is solved
> (status 0), detected infeasible (status 2) or exceeded maximum iterations
> (status -2), even if I run the code with the exact same initial point and
> exact same options, I get results that are different.
> Now, I know that my problem does not have a unique solution, e.g. in case
> of instances that are solved completely I get different results while all
> satisfy the constraints. But still, I expect ipopt to give me similar
> results when I run it with similar conditions.
>
>
> Is there any option in Ipopt that accounts to randomness. Or is it a
> behavior of MATLAB?
>
>
> I have noticed that building Ipopt with various versions of BLAS and
> LAPACK does not affect this in my case (I tried third party versions
> provided, and also ATLAS implementations of libraries in Liunx), but
> forcing MALTAB to use different BLAS and LAPACK versions (through
> environment variables BLAS_VERSION and LAPACK_VERSION) has an effect
> (although in no case, I get exactly similar results) .
>
>
> Has anybody else had such an experience with IpOpt? Should I change a
> setting in Ipopt ot MATLAB?
>
>
> Thanks
> ALireza
>
>
>
>
> PS: If it helps, here is a summary of Ipopt options I have changed:
>
>
>
> <blockquote>
> ipopt.hessian_approximation = 'limited-memory';
> ipopt.mu_strategy = 'adaptive';
> tols = [1e-6; Options.MaxR; Options.MaxR];
> ipopt.tol = sum(tols);
> ipopt.constr_viol_tol = tols(1);
> ipopt.compl_inf_tol = tols(2);
> ipopt.dual_inf_tol = tols(3);
> hessian_constant = 'yes';
> ipopt.warm_start_init_point = 'yes';
> </blockquote>
>
> </blockquote>
>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/ipopt/attachments/20121217/6e0055a1/attachment.html>