[Ipopt] Segmentation fault due to MUMPS memory allocation

[Elias Trommer]

Hi everyone,

I'm trying to use ipopt as a solver for a non-linear optimization problem in Julia. This works fine for smaller instances of the problem, however for larger instances MUMPS seems to fail because of a failing memory allocation. The full error output is at the end of this eMail.


Because I previously had problems with this, I've decreased the option `mumps_mem_percent` to a value of 100 so that the restoration would not fail during the first iteration as described in the error message.

However, for this particular problem, I'm having a hard time pinning down the source. It's running on an Ubuntu 18.04 machine with 64Gb of RAM and 16Gb of Swap, so I presume it's not a lack of actual memory, but rather an allocation issue. I've also checked the ulimit on the machine I'm working on and it's set to unlimited.


I was hoping someone could help me pin down the cause of this issue (and ideally how to fix it)!


Thank you in advance,

Elias Trommer


```

This is Ipopt version 3.12.10, running with linear solver mumps.
NOTE: Other linear solvers might be more efficient (see Ipopt documentation).

Number of nonzeros in equality constraint Jacobian...:   863116
Number of nonzeros in inequality constraint Jacobian.:   108177
Number of nonzeros in Lagrangian Hessian.............:   358996

Total number of variables............................:   145445
                     variables with only lower bounds:        0
                variables with lower and upper bounds:   144771
                     variables with only upper bounds:        0
Total number of equality constraints.................:   145338
Total number of inequality constraints...............:    36059
        inequality constraints with only lower bounds:        0
   inequality constraints with lower and upper bounds:        0
        inequality constraints with only upper bounds:    36059

iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
   0  2.3869702e+03 4.60e+01 1.00e+00  -1.0 0.00e+00    -  0.00e+00 0.00e+00   0
   1  2.3914541e+03 4.48e+01 2.58e+05  -1.0 6.23e+01    -  2.96e-05 2.61e-02F  1
   2  2.3936754e+03 3.08e+02 7.11e+07  -1.0 6.07e+01    -  4.74e-01 9.61e-01f  1
   3  2.3924281e+03 3.08e+02 7.10e+07  -1.0 4.05e+03  -2.0 1.11e-03 6.56e-04f  1
   4  2.3924033e+03 3.08e+02 7.10e+07  -1.0 1.40e+03  -1.6 5.44e-03 3.68e-05f  1
   5  2.3920925e+03 3.08e+02 7.10e+07  -1.0 3.06e+03  -2.1 2.68e-03 3.03e-04f  1
   6  2.3918892e+03 3.08e+02 7.10e+07  -1.0 1.07e+04    -  6.52e-04 1.30e-04f  1
   7  2.3915687e+03 3.07e+02 7.09e+07  -1.0 1.11e+03    -  5.12e-03 7.38e-04f  1
   8  2.3908132e+03 3.07e+02 7.08e+07  -1.0 1.13e+03    -  1.08e-02 2.08e-03f  1
   9  2.3907401e+03 3.07e+02 9.31e+09  -1.0 7.76e+02    -  2.79e-02 1.84e-04f  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  10  2.3892870e+03 3.05e+02 1.62e+10  -1.0 5.84e+02    -  2.56e-02 6.94e-03f  1
  11  2.3894049e+03 3.04e+02 3.09e+10  -1.0 4.25e+02    -  4.15e-02 1.21e-03f  1
  12  2.3960908e+03 2.88e+02 3.92e+10  -1.0 3.76e+02    -  8.17e-02 5.33e-02f  1
  13  2.4009546e+03 2.78e+02 2.85e+10  -1.0 3.05e+02    -  3.87e-03 3.45e-02f  1
  14  2.4012483e+03 2.77e+02 3.19e+10  -1.0 2.93e+02    -  1.40e-02 2.36e-03f  1
  15  2.4038152e+03 2.72e+02 3.44e+10  -1.0 2.93e+02    -  3.19e-02 2.10e-02f  1
  16  2.4038403e+03 2.72e+02 4.23e+10  -1.0 2.86e+02    -  2.55e-02 2.15e-04h  1
  17  2.4036648e+03 2.71e+02 4.17e+10  -1.0 4.57e+03    -  3.36e-06 3.15e-04f  1
  18  2.4069581e+03 2.67e+02 3.57e+10  -1.0 2.89e+02    -  2.86e-04 1.71e-02f  1
  19  2.4069888e+03 2.67e+02 6.39e+10  -1.0 2.83e+02    -  2.26e-02 1.75e-04h  1
iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls
  20  2.4068113e+03 2.67e+02 6.38e+10  -1.0 3.88e+04    -  1.85e-06 2.86e-05h  1
  21  2.4067828e+03 2.67e+02 4.51e+10  -1.0 4.20e+03    -  3.96e-06 7.14e-05h  1
MUMPS returned INFO(1) = -9 and requires more memory, reallocating.  Attempt 1
  Increasing icntl[13] from 80 to 160.
MUMPS returned INFO(1) = -9 and requires more memory, reallocating.  Attempt 1
  Increasing icntl[13] from 160 to 320.
MUMPS returned INFO(1) = -9 and requires more memory, reallocating.  Attempt 2
  Increasing icntl[13] from 320 to 640.
MUMPS returned INFO(1) = -9 and requires more memory, reallocating.  Attempt 3
  Increasing icntl[13] from 640 to 1280.
MUMPS returned INFO(1) = -9 and requires more memory, reallocating.  Attempt 4
  Increasing icntl[13] from 1280 to 2560.
  22  2.4067829e+03 2.67e+02 4.51e+10  -1.0 5.70e+00   5.8 2.39e-05 1.79e-05h  1
MUMPS returned INFO(1) = -9 and requires more memory, reallocating.  Attempt 1
  Increasing icntl[13] from 2560 to 5120.
MUMPS returned INFO(1) = -9 and requires more memory, reallocating.  Attempt 2
  Increasing icntl[13] from 5120 to 10240.
MUMPS returned INFO(1) = -9 and requires more memory, reallocating.  Attempt 3
  Increasing icntl[13] from 10240 to 20480.
 Problem with integer stack size           1           1           6

signal (11): Segmentation Fault

```

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