[Ipopt] segmentation fault for unbounded convex QP with mehrotra_algorithm

Joris Gillis Joris.Gillis at mech.kuleuven.be
Wed Oct 10 12:28:43 EDT 2012

Dear all,

I'm experiencing a segmentation fault that occurs in PDSearchDirCalculator::ComputeSearchDirection for a problem with the following characteristics:
Sparse convex QP
No constraints
Decision variable bounds that are large but finite
mehrotra_algorithm active
Hessian approximation exact or limited-memory, does not matter.

Since we are using our own python interface (CasADi), it is possible that the error lies in our interface.
So could someone here please reconstruct this problem by more conventional means so I can file a proper ticket?

I'm adding the code of the failing case here for further reference:

from casadi import *

N = 5

x   = ssym("x",N)
x0  = DMatrix.ones(N,1)
H   = DMatrix.eye(N)
A   = DMatrix.ones(0,N)
G   = mul(H,x0)
obj = 0.5*mul([x.T,H,x])-mul(G.T,x)

f = SXFunction([x],[obj])
g = SXFunction([x],[mul(A,x)])
j = SXFunction([x],[A])

solver = IpoptSolver(f,g,FX(),j)


Best regards,
   Joris Gillis

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