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

[Stefan Vigerske]

Hi,

can you try using a different linear solver than Mumps in Ipopt, e.g., 
one of the HSL routines (MA27, MA57)?

Best,
Stefan

On 06/24/2012 12:08 AM, Ludo Daemen wrote:
> 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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