[Ipopt] Problem in step computation; switching to emergency mode.

[Ludo Daemen]

I'm using IPOPT (through the java-interface on windows XP) to solve large
regularized regression problems.

The program has already been used regularly but is now failing on a large
problem (larger then everything we did before).

Any pointers to the cause of the problem are greatly appreciated.

I give below an extract of the normal log as well as some extracts of the
detailed log file

regards,
Ludo.


LOG


Number of nonzeros in equality constraint Jacobian...:   711199
Number of nonzeros in inequality constraint Jacobian.:   225537
Number of nonzeros in Lagrangian Hessian.............:   225610

Total number of variables............................:   225610
                     variables with only lower bounds:        0
                variables with lower and upper bounds:   225610
                     variables with only upper bounds:        0
Total number of equality constraints.................:       73
Total number of inequality constraints...............:        1
        inequality constraints with only lower bounds:        0
   inequality constraints with lower and upper bounds:        1
        inequality constraints with only upper bounds:        0

iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du
alpha_pr  ls
   0 4.8822836e+001 1.56e-003 1.33e-001  -1.0 0.00e+000    -  0.00e+000
0.00e+000   0
WARNING: Problem in step computation; switching to emergency mode.
   1r4.8822836e+001 1.56e-003 9.38e+002  -1.0 0.00e+000  20.0 0.00e+000
0.00e+000R  1
WARNING: Problem in step computation; switching to emergency mode.
Restoration phase is called at point that is almost feasible,
  with constraint violation 0.000000e+000. Abort.
Restoration phase in the restoration phase failed.



AT THE TOP OF THE IPOPT-LOG FILE

Scaling parameter for objective function = 1.000000e+000
Equality constraints are not scaled.
Inequality constraints are not scaled.
Initial values of x sufficiently inside the bounds.
Moved initial values of s sufficiently inside the bounds.
MUMPS used permuting_scaling 5 and pivot_order 6.
           scaling will be -2.
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2


SOMEWHAT FURTHER DOWN THERE ARE THE FOLLOWING MESSAGES :



**************************************************
*** Solving the Primal Dual System for Iteration 0:
**************************************************

In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2
Number of negative eigenvalues too small!
Asking augmented system solver to improve quality of its solutions.
Increasing pivot tolerance for MUMPS from 1.00e-006 to 1.00e-003.
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2
Number of negative eigenvalues too small!
Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0
       test_status_ = 1
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2
Number of negative eigenvalues too small!
Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0
       test_status_ = 2
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2
Number of negative eigenvalues too small!
Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0
       test_status_ = 3
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2
Number of negative eigenvalues too small!
Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0
       test_status_ = 4
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2
Number of negative eigenvalues too small!
Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0
       test_status_ = 4
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2
Number of negative eigenvalues too small!
Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0
       test_status_ = 4
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2
Number of negative eigenvalues too small!
Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0
       test_status_ = 4
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2
Number of negative eigenvalues too small!
Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0
       test_status_ = 4
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2
Number of negative eigenvalues too small!
Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0
       test_status_ = 4
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2
Number of negative eigenvalues too small!
Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0
       test_status_ = 4
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2
Number of negative eigenvalues too small!
Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0
       test_status_ = 4
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2
Number of negative eigenvalues too small!
Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0
       test_status_ = 4
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2
Number of negative eigenvalues too small!
Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0
       test_status_ = 4
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2
Number of negative eigenvalues too small!
Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0
       test_status_ = 4
In MumpsSolverInterface::Factorization: negevals_ = 0, but numberOfNegEVals
= 74
Factorization failed with retval = 2
Number of negative eigenvalues too small!
Degeneracy test for hess_degenerate_ = 0 and jac_degenerate_ = 0
       test_status_ = 4
delta_x perturbation is becoming too large: 1.000000e+022
PerturbForSingularity can't be done for assume singular.
*** Step could not be computed in iteration 0!
Fallback option activated in BacktrackingLineSearch!
WARNING: Problem in step computation; switching to emergency mode.
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