[Ipopt] Problem in step computation; switching to emergency mode.
Andreas Waechter
awaechter.iems at gmail.com
Sun Jun 24 13:45:01 EDT 2012
I would also recommend to try a different linear solver.
The described behavior occurs if the linear system is so ill-conditioned
that Ipopt's heuristics to overcome this do not work. My guess is that
the constraints are either very badly scaled, or almost degenerate.
Maybe some change in the model might also help.
Andreas Waechter
Associate Professor
Department of Industrial Engineering and Management Sciences
McCormick School of Engineering
Northwestern University
Evanston, IL 60208
USA
On 06/24/2012 12:34 PM, Stefan Vigerske wrote:
> 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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>>
>
>
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