[Ipopt] Problem examplelasso MatlabR2011b MacOS 10.7.3

Hours Jean-Hubert jean-hubert.hours at epfl.ch
Sun Jun 10 10:42:31 EDT 2012


Hello,

I get the following error when running the lasso example on Matlab R2011b on OSX 10.7.3:

Total number of variables............................:       16
                     variables with only lower bounds: -2147483648
                variables with lower and upper bounds:        0
                     variables with only upper bounds:      134
Total number of equality constraints.................:        0
Total number of inequality constraints...............:       16
        inequality constraints with only lower bounds: -2147483648
   inequality constraints with lower and upper bounds:        0
        inequality constraints with only upper bounds:        0

iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
   0  2.0362309e+03 0.00e+00     nan   0.0 0.00e+00    -  0.00e+00 0.00e+00   0
WARNING: Problem in step computation; switching to emergency mode.

   1r 2.0362309e+03 7.00e+00 2.50e+262 231.5 0.00e+00  20.0 0.00e+00 0.00e+00R  1
Sorry, things failed ?!?!

Number of Iterations....: 1

                                   (scaled)                 (unscaled)
Objective...............:   3.9578951063542712e+02    2.0362308556865539e+03
Dual infeasibility......:  6.2100723692028357e+231   3.1949156393548568e+232
Constraint violation....:   0.0000000000000000e+00    6.9999999900000001e+00
Complementarity.........:  5.3037746227453124e+180   2.7286497616126147e+181
Overall NLP error.......:  6.2100723692028357e+231   3.1949156393548568e+232


Number of objective function evaluations             = 2
Number of objective gradient evaluations             = 2
Number of equality constraint evaluations            = 0
Number of inequality constraint evaluations          = 2
Number of equality constraint Jacobian evaluations   = 0
Number of inequality constraint Jacobian evaluations = 1
Number of Lagrangian Hessian evaluations             = 1
Total CPU secs in IPOPT (w/o function evaluations)   =      0.003
Total CPU secs in NLP function evaluations           =      0.002

EXIT: Restoration Failed!
Solution:
     0
     0
     0
     0
     0
     0
     0
     0

Do you know where this comes from ?
Similarly, when I run ipopt on my problem, I get a problem in the constraints evaluation callback: some variables of the optimizer explode (1e+131).
Maybe you have an idea ?

Thanks for your help,
Jean
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