[Ipopt] segmentation fault for unbounded convex QP with mehrotra_algorithm

[Jonathan Currie]

Using the Matlab interface with the option 'mehrotra_algorithm' = 'yes' gives the following exception:

Exception of type: OPTION_INVALID in file "..\..\..\src\Algorithm\IpAlgBuilder.cpp" at line 724:
Exception message: !mehrotra_algorithm || smuoracle=="probing" evaluated false: If mehrotra_algorithm=yes, mu_oracle must be "probing".

EXIT: Invalid option encountered.


Have you enabled mu_oracle as per the above? If not, and you are not catching the exception, this could be your problem.

Jonathan

From: ipopt-bounces at list.coin-or.org [mailto:ipopt-bounces at list.coin-or.org] On Behalf Of Joris Gillis
Sent: Thursday, 11 October 2012 5:29 a.m.
To: ipopt at list.coin-or.org
Subject: [Ipopt] segmentation fault for unbounded convex QP with mehrotra_algorithm

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)
solver.setOption("mehrotra_algorithm","yes");
solver.init()
solver.input(NLP_LBX).setAll(-1000)
solver.input(NLP_UBX).setAll(1000)

solver.solve()
======

Best regards,
   Joris Gillis

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