[Ipopt] IPOPT runs out of memory for analytical jacobian of the constraints

[Hashemi, Reza]

Hello everyone,

 

I am facing a problem in using IPOPT which some of you might have experience with it.

In the context of the optimal control, I am using the IPOPT to solve a huge NLP problem with 32,005 variables. Since the model is very complex, up to now, I have used the numeric Jacobians. I provide the numeric Jacobians using the MATLAB internal function numjac and I am able to produce some results.

Since I need to accelerate the convergence of the algorithm, I have created a function which supplies the analytical Jacobian of the constraints (The Jacobian has a size of 32000x32005).

Surprisingly, when I am using the analytical Jacobian, the IPOPT runs out of memory or becomes torturingly slow.

I am pretty sure that the analytical Jacobian is correct. Moreover, I compare the analytical Jacobian and the numeric one at each step and do not see a large difference...

 

Does anyone know what might be the possible reason for this strange behavior of IPOPT?

 

Thanks in advance.

Reza

 

 

Reza Hashemi, M.Sc.

Lehrstuhl für Systemdynamik und Prozessführung / Process Dynamics and Operations Group

Fakultät Bio- und Chemieingenieurwesen / Biochemical and Chemical Engineering Department

TU Dortmund

Emil-Figge-Str. 70

44221 Dortmund, Germany

 

Phone: (+49/0) 231 755 5165                                          Fax:       (+49/0) 231 755 5129

www.dyn.bci.tu-dortmund.de

 

 

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