Yalmip Error with IPOPT

S

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Dec 21, 2012, 5:12:40 PM12/21/12

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I'm getting an error when I try to use the IPOPT solver.

I'm using Matlab 2012b, Yalmip R20121126, and Opti Toolbox v1.71.

options = sdpsettings('verbose',2,'warning',1,'showprogress',1,'savesolverinput',1,'savesolveroutput',1,'debug',1,'solver','ipopt');

sol = solvesdp(constraints,objective,options);

+ Solver chosen : ipopt-standard

+ Processing objective h(x)

+ Processing F(x)

+ Calling IPOPT

******************************************************************************

This program contains Ipopt, a library for large-scale nonlinear optimization.

Ipopt is released as open source code under the Eclipse Public License (EPL).

For more information visit http://projects.coin-or.org/Ipopt

******************************************************************************

Total number of variables............................: 4107

variables with only lower bounds: 0

variables with lower and upper bounds: 1236

variables with only upper bounds: 432

Total number of equality constraints.................: 2043

Total number of inequality constraints...............: 2376

inequality constraints with only lower bounds: 0

inequality constraints with lower and upper bounds: 0

inequality constraints with only upper bounds: 2376

Number of Iterations....: 41

(scaled) (unscaled)

Objective...............: 5.9309766063880303e+001 5.9309766063880303e+001

Dual infeasibility......: 2.0014544674265570e-008 2.0014544674265570e-008

Constraint violation....: 1.0390126259363086e-014 1.0929625260391873e-014

Complementarity.........: 2.1507000281992849e-011 2.1507000281992849e-011

Overall NLP error.......: 5.6947115315881025e-009 2.0014544674265570e-008

Number of objective function evaluations = 42

Number of objective gradient evaluations = 42

Number of equality constraint evaluations = 42

Number of inequality constraint evaluations = 42

Number of equality constraint Jacobian evaluations = 42

Number of inequality constraint Jacobian evaluations = 42

Number of Lagrangian Hessian evaluations = 0

Total CPU secs in IPOPT (w/o function evaluations) = 1.936

Total CPU secs in NLP function evaluations = 9.407

EXIT: Optimal Solution Found.

Undefined function or variable 'iters'.

Error in callipopt (line 148)

solveroutput.iters = iters;

Error in solvesdp (line 337)

eval(['output = ' solver.call '(interfacedata);']);

Error in RunOptimizer (line 132)

sol = solvesdp(constraints,objective,options);

S

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Dec 21, 2012, 5:14:19 PM12/21/12

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I should also add that after adding Opti Toolbox, the Yalmip tests now output this:

+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++

| Test| Solution| Solver message|

+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++

| sdpvar/set methods| N/A| Successfully solved (YALMIP)|

| LP| Correct| Successfully solved (CBC)|

| QP| N/A| Unknown problem in solver (try using 'debug'-flag in sdpsettings) (Attempt to execute SCRIPT scip as a function:

C:\solvers\OptiToolbox_v1.71\Solvers\scip\scip.m)|

| QP| N/A| Unknown problem in solver (try using 'debug'-flag in sdpsettings) (Attempt to execute SCRIPT scip as a function:

C:\solvers\OptiToolbox_v1.71\Solvers\scip\scip.m)|

| SOCP| Correct| Successfully solved (LMILAB)|

| SOCP| N/A| Infeasible problem (LMILAB)|

| SDP| Correct| Successfully solved (LMILAB)|

| MAXDET| Correct| Successfully solved (LMILAB)|

| Infeasible LP| N/A| Infeasible problem (CBC)|

| Infeasible QP| N/A| Unknown problem in solver (try using 'debug'-flag in sdpsettings) (Attempt to execute SCRIPT scip as a function:

C:\solvers\OptiToolbox_v1.71\Solvers\scip\scip.m)|

| Infeasible SDP| N/A| Infeasible problem (LMILAB)|

| Moment relaxation| Correct| Successfully solved (LMILAB)|

| Sum-of-squares| N/A| Infeasible problem (LMILAB)|

| Bilinear SDP| N/A| No suitable solver|

+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++

S

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Dec 21, 2012, 5:35:04 PM12/21/12

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I disabled 'savesolverinput' and 'savesolveroutput', and I no longer get the errors:

Undefined function or variable 'iters'.

Error in callipopt (line 148)

solveroutput.iters = iters;

Error in solvesdp (line 337)

eval(['output = ' solver.call '(interfacedata);']);

Error in RunOptimizer (line 132)

sol = solvesdp(constraints,objective,options);

But I now get:

Matlab exception:

Unknown exception

*** Error using Ipopt Matlab interface: ***

There was an error when executing the Jacobian callback function.

Exception of type: IpoptException in file "Unknown File" at line -1:

Exception message: Unknown Exception caught in Ipopt

Johan Löfberg

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Dec 22, 2012, 8:52:45 AM12/22/12

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The fact that scip fails as shown in the yalmiptest indicates that you don't have a correctly compile version of the scip mex file (it runs the help-file scip.m instead). If you type

which scip -all

it should list a mex-file with file extension compatible with your system, but I suspect it doesn't.

Johan Löfberg

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Dec 22, 2012, 8:57:58 AM12/22/12

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Remove these lines in callipopt.m

 solveroutput.lambda = lambda;
 solveroutput.iters = iters;

It looks like the interface has changed recently.

Concering the ipopt crash, you have to show me some reproducible code.

S

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Dec 24, 2012, 12:52:05 PM12/24/12

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Thanks Johan. I won't be able to get to this 'till the new year, so I'll post an update then.

Cheers!

S

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Dec 31, 2012, 5:58:37 AM12/31/12

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Alright I haven't gotten around to putting together a clean, simple example to reproduce the issue, but I have found that it only happens when I use the 2-norm in my objective.

ie: objective = objective + norm(error(i,:),2);

However, if I simply use:

objective = objective + error(i,:)*error(i,:)';

then I have no issues.

Johan Löfberg

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Dec 31, 2012, 7:27:02 AM12/31/12

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OK. It is probably related to a known and fixed bug. If you need a fix before official release, contact me per email.

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