[Ipopt] error in a big optimization problem

[Andreas Waechter]

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).

Regards,

Andreas Waechter

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


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
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/ipopt/attachments/20120118/c0a9a367/attachment.html>