Comments (9)
baggepinnen
commented on August 17, 2024
1
similar on a sparse matrix returns a new sparse matrix with the same sparsity structure. The problem appears to be if the structure has structurally non-zero elements that are numerically zero, hence the y.nzval .= 1
from ipopt.jl.
odow
commented on August 17, 2024
import Ipopt
const MOI = Ipopt.MOI
for ls in ["ma97", "pardiso", "mumps"]
model = Ipopt.Optimizer()
MOI.set(model, MOI.RawOptimizerAttribute("linear_solver"), ls)
x = MOI.add_variable(model)
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
f = 1.0 * x * x
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.optimize!(model)
end
GC.gc()julia> import Ipopt
julia> const MOI = Ipopt.MOI
MathOptInterface
julia> for ls in ["ma97", "pardiso", "mumps"]
model = Ipopt.Optimizer()
MOI.set(model, MOI.RawOptimizerAttribute("linear_solver"), ls)
x = MOI.add_variable(model)
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
f = 1.0 * x * x
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.optimize!(model)
end
Exception of type: DYNAMIC_LIBRARY_FAILURE in file "Common/IpLibraryLoader.cpp" at line 67:
Exception message: dlopen(libhsl.dylib, 2): image not found
EXIT: Library loading failure.
Exception of type: DYNAMIC_LIBRARY_FAILURE in file "Common/IpLibraryLoader.cpp" at line 67:
Exception message: dlopen(libpardiso.dylib, 2): image not found
EXIT: Library loading failure.
******************************************************************************
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 https://github.com/coin-or/Ipopt
******************************************************************************
This is Ipopt version 3.14.4, running with linear solver MUMPS 5.4.1.
Number of nonzeros in equality constraint Jacobian...: 0
Number of nonzeros in inequality constraint Jacobian.: 0
Number of nonzeros in Lagrangian Hessian.............: 1
Total number of variables............................: 1
variables with only lower bounds: 0
variables with lower and upper bounds: 0
variables with only upper bounds: 0
Total number of equality constraints.................: 0
Total number of inequality constraints...............: 0
inequality constraints with only lower bounds: 0
inequality constraints with lower and upper bounds: 0
inequality constraints with only upper bounds: 0
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
0 0.0000000e+00 0.00e+00 0.00e+00 -1.0 0.00e+00 - 0.00e+00 0.00e+00 0
Number of Iterations....: 0
(scaled) (unscaled)
Objective...............: 0.0000000000000000e+00 0.0000000000000000e+00
Dual infeasibility......: 0.0000000000000000e+00 0.0000000000000000e+00
Constraint violation....: 0.0000000000000000e+00 0.0000000000000000e+00
Variable bound violation: 0.0000000000000000e+00 0.0000000000000000e+00
Complementarity.........: 0.0000000000000000e+00 0.0000000000000000e+00
Overall NLP error.......: 0.0000000000000000e+00 0.0000000000000000e+00
Number of objective function evaluations = 1
Number of objective gradient evaluations = 1
Number of equality constraint evaluations = 0
Number of inequality constraint evaluations = 0
Number of equality constraint Jacobian evaluations = 0
Number of inequality constraint Jacobian evaluations = 0
Number of Lagrangian Hessian evaluations = 0
Total seconds in IPOPT = 0.133
EXIT: Optimal Solution Found.
julia> GC.gc()
signal (11): Segmentation fault: 11
in expression starting at REPL[4]:1
unknown function (ip: 0x0)
Allocations: 9012305 (Pool: 9008649; Big: 3656); GC: 11
zsh: segmentation fault ~/julia --project=ipptSince it happens on GC, my guess it's a contention between multiple finalizers. Doesn't seem something easily fixable from Julia, so the ETA to get this fixed is long. Why would you want do this in the first place?
from ipopt.jl.
IlyaOrson
commented on August 17, 2024
I was just testing if other line solvers where available and noticed the consistent segfault with a note to report the issue.
Not sure if this is the correct place to report this though. Is this related to BinaryBuilder somehow?
I forgot to copy the error message before:
Please submit a bug report with steps to reproduce this fault, and any error messages that follow (in their entirety). Thanks.
Exception: EXCEPTION_ACCESS_VIOLATION at 0x0 -- unknown function (ip: 0000000000000000)
in expression starting at REPL[10]:1
unknown function (ip: 0000000000000000)
_ZN5Ipopt19Ma97SolverInterfaceD1Ev at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt19Ma97SolverInterfaceD0Ev at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt16TSymLinearSolverD1Ev at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt16TSymLinearSolverD0Ev at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt18StdAugSystemSolverD1Ev at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt18StdAugSystemSolverD0Ev at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt17PDFullSpaceSolverD1Ev at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt17PDFullSpaceSolverD0Ev at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
.text at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt21PDSearchDirCalculatorD0Ev at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt14IpoptAlgorithmD1Ev at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt14IpoptAlgorithmD0Ev at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt16IpoptApplicationD1Ev at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt16IpoptApplicationD0Ev at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
FreeIpoptProblem at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
FreeIpoptProblem at C:\Users\ilyao\.julia\packages\Ipopt\M2QE8\src\C_wrapper.jl:292
jl_apply at /cygdrive/c/buildbot/worker/package_win64/build/src\julia.h:1788 [inlined]
run_finalizer at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:278
jl_gc_run_finalizers_in_list at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:365
run_finalizers at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:394 [inlined]
run_finalizers at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:372
jl_gc_run_pending_finalizers at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:405
jl_mutex_unlock at /cygdrive/c/buildbot/worker/package_win64/build/src\julia_locks.h:131 [inlined]
jl_generate_fptr at /cygdrive/c/buildbot/worker/package_win64/build/src\jitlayers.cpp:359
jl_compile_method_internal at /cygdrive/c/buildbot/worker/package_win64/build/src\gf.c:1980
jl_compile_method_internal at /cygdrive/c/buildbot/worker/package_win64/build/src\gf.c:1934 [inlined]
_jl_invoke at /cygdrive/c/buildbot/worker/package_win64/build/src\gf.c:2239 [inlined]
jl_apply_generic at /cygdrive/c/buildbot/worker/package_win64/build/src\gf.c:2429
_eval_objective_gradient at C:\Users\ilyao\.julia\packages\Ipopt\M2QE8\src\MOI_wrapper.jl:865
eval_grad_f_cb at C:\Users\ilyao\.julia\packages\Ipopt\M2QE8\src\MOI_wrapper.jl:1087
unknown function (ip: 000000006436b76e)
_Eval_Grad_F_CB at C:\Users\ilyao\.julia\packages\Ipopt\M2QE8\src\C_wrapper.jl:49
unknown function (ip: 0000000064365d55)
_ZN5Ipopt11TNLPAdapter11Eval_grad_fERKNS_6VectorERS1_ at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt15GradientScaling30DetermineScalingParametersImplENS_8SmartPtrIKNS_11VectorSpaceEEES4_S4_NS1_IKNS_11MatrixSpaceEEES7_NS1_IKNS_14SymMatrixSpaceEEERKNS_6MatrixERKNS_6VectorESD_SG_RdRNS1_ISE_EESJ_SJ_ at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt19StandardScalingBase16DetermineScalingENS_8SmartPtrIKNS_11VectorSpaceEEES4_S4_NS1_IKNS_11MatrixSpaceEEES7_NS1_IKNS_14SymMatrixSpaceEEERS7_SB_RSA_RKNS_6MatrixERKNS_6VectorESF_SI_ at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt12OrigIpoptNLP20InitializeStructuresERNS_8SmartPtrINS_6VectorEEEbS4_bS4_bS4_bS4_bS4_S4_ at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt9IpoptData24InitializeDataStructuresERNS_8IpoptNLPEbbbbb at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt25DefaultIterateInitializer18SetInitialIteratesEv at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt14IpoptAlgorithm18InitializeIteratesEv at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt14IpoptAlgorithm8OptimizeEb at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt16IpoptApplication13call_optimizeEv at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt16IpoptApplication11OptimizeNLPERKNS_8SmartPtrINS_3NLPEEERNS1_INS_16AlgorithmBuilderEEE at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt16IpoptApplication11OptimizeNLPERKNS_8SmartPtrINS_3NLPEEE at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
_ZN5Ipopt16IpoptApplication12OptimizeTNLPERKNS_8SmartPtrINS_4TNLPEEE at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
IpoptSolve at C:\Users\ilyao\.julia\artifacts\cd6b53ce70415659f3a97c3b0b79a7cbb197b835\bin\libipopt-3.dll (unknown line)
IpoptSolve at C:\Users\ilyao\.julia\packages\Ipopt\M2QE8\src\C_wrapper.jl:433
optimize! at C:\Users\ilyao\.julia\packages\Ipopt\M2QE8\src\MOI_wrapper.jl:1225
#__solve#149 at C:\Users\ilyao\.julia\packages\GalacticOptim\fow0r\src\solve\moi.jl:215
__solve at C:\Users\ilyao\.julia\packages\GalacticOptim\fow0r\src\solve\moi.jl:163 [inlined]
#solve#480 at C:\Users\ilyao\.julia\packages\SciMLBase\GW7GW\src\solve.jl:3 [inlined]
solve at C:\Users\ilyao\.julia\packages\SciMLBase\GW7GW\src\solve.jl:3
unknown function (ip: 000000006435fb5d)
top-level scope at .\REPL[10]:4
jl_toplevel_eval_flex at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:876
jl_toplevel_eval_flex at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:830
eval_body at /cygdrive/c/buildbot/worker/package_win64/build/src\interpreter.c:550
jl_interpret_toplevel_thunk at /cygdrive/c/buildbot/worker/package_win64/build/src\interpreter.c:731
jl_toplevel_eval_flex at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:885
jl_toplevel_eval_flex at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:830
eval_body at /cygdrive/c/buildbot/worker/package_win64/build/src\interpreter.c:550
eval_body at /cygdrive/c/buildbot/worker/package_win64/build/src\interpreter.c:516
jl_interpret_toplevel_thunk at /cygdrive/c/buildbot/worker/package_win64/build/src\interpreter.c:731
jl_toplevel_eval_flex at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:885
jl_toplevel_eval at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:894 [inlined]
jl_toplevel_eval_in at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:944
eval at .\boot.jl:373 [inlined]
eval_user_input at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.7\REPL\src\REPL.jl:150
repl_backend_loop at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.7\REPL\src\REPL.jl:246
start_repl_backend at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.7\REPL\src\REPL.jl:231
#run_repl#47 at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.7\REPL\src\REPL.jl:364
run_repl at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.7\REPL\src\REPL.jl:351
#930 at .\client.jl:394
jfptr_YY.930_36349.clone_1 at C:\Users\ilyao\.julia\juliaup\julia-1.7.2+0~x64\lib\julia\sys.dll (unknown line)
jl_apply at /cygdrive/c/buildbot/worker/package_win64/build/src\julia.h:1788 [inlined]
jl_f__call_latest at /cygdrive/c/buildbot/worker/package_win64/build/src\builtins.c:757
#invokelatest#2 at .\essentials.jl:716 [inlined]
invokelatest at .\essentials.jl:714 [inlined]
run_main_repl at .\client.jl:379
exec_options at .\client.jl:309
_start at .\client.jl:495
jfptr__start_21275.clone_1 at C:\Users\ilyao\.julia\juliaup\julia-1.7.2+0~x64\lib\julia\sys.dll (unknown line)
jl_apply at /cygdrive/c/buildbot/worker/package_win64/build/src\julia.h:1788 [inlined]
true_main at /cygdrive/c/buildbot/worker/package_win64/build/src\jlapi.c:559
jl_repl_entrypoint at /cygdrive/c/buildbot/worker/package_win64/build/src\jlapi.c:701
mainCRTStartup at /cygdrive/c/buildbot/worker/package_win64/build/cli\loader_exe.c:42
BaseThreadInitThunk at C:\WINDOWS\System32\KERNEL32.DLL (unknown line)
RtlUserThreadStart at C:\WINDOWS\SYSTEM32\ntdll.dll (unknown line)
Allocations: 241302832 (Pool: 241255979; Big: 46853); GC: 92from ipopt.jl.
baggepinnen
commented on August 17, 2024
I'm not sure if related, but I keep running into a similar problem as well, the code below works sometimes and sometimes segfaults julia on julia v1.8.0-rc4
using Optimization, Symbolics, OptimizationMOI, Ipopt, SparseArrays
N = 10
x0 = randn(N)
x = Symbolics.variables(:x, 1:N)
p = Symbolics.variable(:p)
cost = sum(abs2, x)
hess = Symbolics.sparsehessian(cost, x)
hessfun = build_function(hess, x, p)[2]
hessfun = eval(hessfun)
hess_prototype = similar(hess, Float64)
costfun = (x,p)->sum(abs2, x)
grad = (g, x, p) -> g .= 2x
optfun = OptimizationFunction{false}(costfun; hess = hessfun, grad, hess_prototype);
prob = OptimizationProblem(optfun, x0);
sol = solve(prob, Ipopt.Optimizer());from ipopt.jl.
odow
commented on August 17, 2024
This is unrelated. It's probably a bug in OptimizationMOI.jl. Do you have a stack trace of the segfault?
from ipopt.jl.
baggepinnen
commented on August 17, 2024
I narrowed this down to that it's not enough to have the correct sparsity structure in hess_prototype, if any of the structurally non-zero values are zero, I get the segfault. I created the sparsity structures like this
hess_prototype = similar(hess, Float64)so they would sometimes contain zeros by chance, using
function safe_similar(x, ::Type{T}) where T
y = similar(x, T)
y.nzval .= 1
y
endinstead works better
from ipopt.jl.
odow
commented on August 17, 2024
I don't know what the return type of hess_prototype = similar(hess, Float64) is, but yes, you need to use a sparsity structure that is valid for all x, including values which can sometimes be zero.
from ipopt.jl.
odow
commented on August 17, 2024
I don't know what we can or should do here. Calling into C is dangerous, especially calling symbols which don't exist.
from ipopt.jl.
odow
commented on August 17, 2024
Closing because I don't think there's much we can do here.
The solution is to ask the user for the linear solver and path, rather than testing to see if any are installed.
from ipopt.jl.
Related Issues (20)
- add `MathOptInterface.Name()` attribute HOT 1
- `max_wall_time` is still not working HOT 5
- Allow user to specify the Ipopt binary HOT 2
- copy_to does not copy attributes for variable bound constraints HOT 6
- Only evaluate QP callbacks if needed HOT 1
- Problem with HSL solvers since updating to MacOS 13.0 HOT 3
- double free or corruption (out) error HOT 20
- Linking full hsl library to Ipopt.jl on ubuntu HOT 19
- julia 0.6.0 install Ipopt cannot connect to mumps dependency HOT 2
- Add support for GetIpoptCurrentViolations
- Incorrect number of Hessian structure (nonzero entries) HOT 10
- Does Ipopt.jl support giving hessian matrix in JuMP directly, without using the C_wrapper? HOT 2
- pointer being freed was not allocated HOT 33
- Invalid number in NLP function or derivative detected. HOT 8
- Issue with non-negative variable tolerance. HOT 2
- does not allow Ipopt_jll current version HOT 2
- Add some pre-built "debugging" callbacks HOT 1
- Crash on Windows when optimizing with SPRAL_jll HOT 11
- Using Ipopt in parallel threads HOT 4
- "double free or corruption" when providing duplicate hessian entries via MathOptInterface HOT 4
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