[Ipopt] error in a big optimization problem

Andreas Waechter awaechter.iems at gmail.com
Wed Jan 18 16:41:08 EST 2012

Hi Juan Carlos,

This error message means that some of the callback functions for the 
function or derivative values return a Nan or Inf.  So, I recommend to 
check what you return to Ipopt (see also the 
check_derivatives_for_naninf option).  Increasing the Ipopt print_level 
might tell you which particular function evaluation returned the bad values.

If you are using AMPL, set the halt_on_ampl_error option to yes in your 
options given to Ipopt via AMPL's ipopt_options - this would stop the 
AMPL function evaluation and tell you exactly, which expression cannot 
be evaluated.

In some circumstances it might also happen that the linear solver 
returns NaN/Inf.  Since your system is really large, that might be the 
case here.  Then, Ipopt might call your callback functions with Nan/Inf 
values.  To check if that is the case, you may want to see if Ipopt 
calls your functions with bad input (the function Ipopt::IsFiniteNumber 
in IpUtils.hpp might be helpful here).


Andreas Waechter

Associate Professor
Department of Industrial Engineering and Management Sciences
McCormick School of Engineering
Northwestern University
Evanston, IL 60208

On 01/18/2012 01:18 PM, Juan Carlos Lopez Alfonso wrote:
> Hi There:
> I have a big problem, for example:
> Number of nonzeros in equality constraint Jacobian...:   117601
> Number of nonzeros in inequality constraint Jacobian.: 34890884
> Number of nonzeros in Lagrangian Hessian.............: 87227210
> and the following error:
> EXIT: Invalid number in NLP function or derivative detected.
> Let me explain in details. I have created a small optimization problem 
> and the algorithm works very well, but when I increment the same 
> problem (more optimization points) I have the error showed above.
> Please, could anyone give ideas or suggestions to solve this error?
> Thank you in advance and Best Regards
> Juan Carlos
> _______________________________________________
> Ipopt mailing list
> Ipopt at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/ipopt
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