search

coin-or / Ipopt

COIN-OR Interior Point Optimizer IPOPT
https://coin-or.github.io/Ipopt
Other
1.41k stars 281 forks source link

Ipopt linking WSMP #28

Closed svigerske closed 5 years ago

svigerske commented 5 years ago

Issue created by migration from Trac.

Original creator: andanh

Original creation time: 2007-01-22 16:55:47

Assignee: ipopt-team

Version: 3.2

Dear Andreas,

I installed successfully Ipopt with linking WSMP (trial version) by using the following configuration,

./configure AR='ar -X64' NM='nm -X64' CC='xlc_r -q64' F77='xlf_r -q64' CXX='xlC_r -q64' CFLAGS='-O3 -qarch=auto -qcache=auto -qhot -qtune=auto -bmaxdata:0x7f0000000' FFLAGS='-O3 -qarch=auto -qcache=auto -qhot -qtune=auto -bmaxdata:0x7f0000000' CXXFLAGS='-qrtti=dyna -O -qarch=auto -qcache=auto -qtune=auto -bmaxdata:0x7f0000000' --with-blas="-lm_r -lessl_r -qsmp=omp" --with-wsmp="/home/andanh/wsmp-AIX/lib/libwsmp64.a -q64 -b64 -lpthread -lm_r" --disable-shared

Here is my .profile :

PATH=/usr/vacpp/bin:$PATH PATH=$PATH:/opt/acml3.6.0/gnu64/lib:usr/lib:/home/andanh/Pardiso/oberon export PATH LANDIR=/home/andanh/AIX/lancelot export LANDIR alias sdlan=$LANDIR/sdlan alias lan=$LANDIR/lan OMP_NUM_THREADS=4 export OMP_NUM_THREADS PARDISO_LIC_PATH=/home/andanh/pardiso_lic PARDISO_LIC_PATH=$PARDISO_LIC_PATH:/home/andanh/pardiso_lic/oberon/ export PARDISO_LIC_PATH LD_LIBRARY_PATH=$LD_LIBRARY_PATH:/home/andanh/Pardiso/janus LD_LIBRARY_PATH=$LD_LIBRARY_PATH:/home/andanh/Pardiso/oberon:/opt/acml3.6.0/gnu64/lib/ export LD_LIBRARY_PATH

AIX_FIX_COMPILER_BUG=1

export AIX_FIX_COMPILER_BUG

OBJECT_MODE=64

export OBJECT_MODE

#

For WSMP

YIELDLOOPTIME=200 export YIELDLOOP # SPINLOOPTIME=200 export SPINLOOPTIME # MP_EUILIB=us export MP_EUILIB MP_EUIDEVICE=css0 export MP_EUIDEVICE MP_CSS_INTERRUPT=no export MP_CSS_INTERRUPT MP_PULSE=0 export MP_PULSE # WSMPLICPATH=/home/andanh/wsmp-AIX export WSMPLICPATH

I was able to solve the example hs071_f and other small problems. However when I executed a big problem on our server (AIX 5.0, 6.9Gb, 4 processors) , Ipopt is terminated after the first step.

Here is abstract of IPOPT.OUT

[andanh@janus] /work/janus/andanh/Ipopt-W/Ipopt/examples/J11cp_janus> more IPOPT.OUT Start reading options from stream. Adding option "tol" with value "1.e-4" to OptionsList. Adding option "linear_solver" with value "wsmp" to OptionsList. Adding option "wsmp_num_threads" with value "4" to OptionsList. Adding option "max_iter" with value "5000" to OptionsList. Finished reading options from file. WSMP will use 4 threads. WSMP will use 4 threads. WSMP will use 4 threads.

List of options:

                                Name   Value                # times used
                       linear_solver = wsmp                      1
                            max_iter = 5000                      1
                         mu_strategy = adaptive                  2
                                 tol = 0.0001                    1
                    wsmp_num_threads = 4                         3

This program contains Ipopt, a library for large-scale nonlinear optimization. Ipopt is released as open source code under the Common Public License (CPL). For more information visit http://projects.coin-or.org/Ipopt

Number of nonzeros in equality constraint Jacobian...: 1746592 Number of nonzeros in inequality constraint Jacobian.: 631040 Number of nonzeros in Lagrangian Hessian.............: 883457

Scaling parameter for objective function = 1.000000e+00 Equality constraints are not scaled. Inequality constraints are not scaled. Initial values of x sufficiently inside the bounds. Moved initial values of s sufficiently inside the bounds. Predicted memory usage for WSSMP after symbolic factorization IPARM(23)= 214903440. Predicted number of nonzeros in factor for WSSMP after symbolic factorization IPARM(23)= 2149034 40. Memory usage for WSSMP after factorization IPARM(23) = 669240880 Number of nonzeros in WSSMP after factorization IPARM(24) = 214903440 Wrong inertia: required are 283696, but we got 277092. Factorization failed with retval = 2 Total number of variables............................: 252417 variables with only lower bounds: 1 variables with lower and upper bounds: 0 variables with only upper bounds: 0 Total number of equality constraints.................: 157488 Total number of inequality constraints...............: 126208 inequality constraints with only lower bounds: 0 inequality constraints with lower and upper bounds: 0 inequality constraints with only upper bounds: 126208

Could you give me advice how to fix this?

Thank you in advance.

Cheers

Danh.

svigerske commented 5 years ago

Comment by @andrea5w created at 2007-01-22 23:07:35

Danh,

What exactly is the problem? The output suggests that WSMP determines (while it is trying to compute the least square estimate for the constraint multipliers) that the system is essentially very ill-conditioned. This would not be a problem in Ipopt...?

You probably still have a very badly-scaled problem? You could try what happens if you increase the pivot tolerance for WSMP (option wsmp_pivtol) from its default 1e-4 to 1e-2 or so...?

Andreas

svigerske commented 5 years ago

Comment by @andrea5w created at 2007-01-22 23:07:35

Changing assignee from ipopt-team to @andrea5w.

svigerske commented 5 years ago

Comment by @andrea5w created at 2007-01-22 23:07:35

Changing status from new to assigned.

svigerske commented 5 years ago

Comment by @andrea5w created at 2007-04-16 19:46:26

No activity on ticket for a long time. Closing.

svigerske commented 5 years ago

Comment by @andrea5w created at 2007-04-16 19:46:26

Resolution: wontfix