[Ipopt] solver MA27 out of memory

leihao leihao at staff.sina.com.cn
Mon Oct 28 06:06:39 EDT 2013


hi all:

I use MA27 as my default solver.
There are 15000 Variables for my question .
the input data may be too large and ipopt print information as below:
/
//66r 2.7573601e+12 1.18e+06 9.88e+02 6.9 2.49e+08 - 5.62e-05 7.61e-03f 1//
//67r 2.7545993e+12 1.18e+06 9.88e+02 -0.1 1.73e+10 - 9.70e-05 1.12e-03f 1//
//68 4.7698193e+11 4.40e+05 5.37e-01 2.2 3.33e+07 - 1.12e-02 6.26e-01h 1//
//69 1.8904455e+11 1.13e+05 1.09e+00 2.4 2.81e+06 - 6.92e-02 7.43e-01h 1//
//iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls//
//70 3.0346243e+10 2.78e+04 6.92e-01 -1.9 7.51e+06 - 2.32e-01 7.54e-01h 1//
//71 2.2450431e+09 3.56e+03 4.34e-01 -2.0 3.62e+06 - 2.58e-01 8.72e-01h 1//
//72 4.0989559e+08 3.16e+03 5.04e+00 1.7 9.66e+05 - 7.13e-01 1.11e-01f 1//
//73 2.1918911e+07 3.24e+02 5.18e-01 -2.7 8.67e+05 - 9.19e-01 8.97e-01h 1//
//74 1.7622191e+07 4.05e+00 6.65e-03 -3.8 1.48e+05 - 9.78e-01 9.88e-01h 1//
//75 1.7618256e+07 2.33e-09 1.44e-02 -5.4 8.50e+03 - 9.90e-01 1.00e+00h 1//
//MA27BD returned iflag=-4 and requires more memory.//
//Increase liw from 11075700 to 22151400 and la from 11620400 to
48600530 and factorize again.//
//76 1.7337765e+07 2.33e-09 2.23e-01 -7.4 5.68e+03 - 9.61e-01 1.00e+00h 1/
---
*my ipopt.opt file:*
/ma27_liw_init_factor 100.0//
//ma27_la_init_factor 100.0//
//ma27_meminc_factor 2.0//
//constr_mult_init_max 0//
//nlp_scaling_method gradient-based//
//linear_solver ma27/

---
*Is the reason too much var ?**
Can HSL_MA86 solve my problem?
*
*I find the table from **http://www.hsl.rl.ac.uk/ipopt/****:*




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