[Ipopt] asymmetric Hessian matrix
Stefan Vigerske
stefan at math.hu-berlin.de
Wed May 16 12:13:39 EDT 2012
Hi,
the only thing that comes into my mind is that if you use Mac OS X Lion,
then there is a problem when using the optimized blas routines that come
with the system, for details see
https://projects.coin-or.org/Ipopt/ticket/181
This issue has not been fixed in an Ipopt release yet (only in trunk and
latest stable branch).
One workaround is to use netlib's blas/lapack implementation (do
get.Blas and get.Lapack in ThirdParty/Blas and ThirdParty/Lapack, resp.)
and building Ipopt with the configure options --with-blas=BUILD
--with-lapack=BUILD .
Stefan
> Hi,
>
> First when I use IPOPT for my problem, I see the bound constraints for
> parameters are violated. The library throws an exception, and the program
> terminated. To be specific the contraint on that parameter is [0.005,
> 0.006], however I see the library is trying to use 0 for that parameter.
>
> Later, I enabled second order deriviative check, however the numerical
> calculation gives asymmetric Hessian matrix for contraints. The values are
> very different one is about 3000, the other is about 3.0e13. I spend some
> time on the library source code. I found the following line changes the
> parameter magically:
>
> for (Index i = 0; i< nx; ++i) {
> std::cout<< ivar<< " 2.3 "<< xref[i]<< " "<< xpert[i]<<
> std::endl;
> }
>
> IpBlasDcopy(nx,&zero, 0, gradref, 1);
>
> for (Index i = 0; i< nx; ++i) {
> std::cout<< ivar<< " 2.5 "<< xref[i]<< " "<< xpert[i]<<
> std::endl;
> }
>
> The output is:
> 1 2.3 0.0481804 0.0481804
> 1 2.3 700.976 700.976
> 1 2.3 0.0165778 0.0165778
> 1 2.3 2.54335 2.54335
> 1 2.3 0.27909 0.27909
>
> 1 2.5 0.0481804 0
> 1 2.5 700.976 700.976
> 1 2.5 0.0165778 0.0165778
> 1 2.5 2.54335 2.54335
> 1 2.5 0.27909 0.27909
>
> IpBlasDcopy is a Fortran function, is that the problem?
>
>
>
>
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--
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan
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