Public bug reported:
Dear all,
I observed, that MATLAB crashes when IPOPT converges very close or even beyond
the machine precision. I tried that both with the mex binaries provided at the
site version 3.11.8 and the mex files compiled manually following the
instructions for version 3.11.9. Both Matlab R2012b and R2014a were tested. It
seems that it is independent of any compilation details and appears only when
some of the several tolerances (it is not clear which one) converges to or
below machine precision. Below
I am running the examplelasso.m, where the tolerance was set to 1e-17 to force
the reproduction of the bug. At iteration 14 MATLAB crashes so we do not see
the iteration 15. The same thing happens for several different examples when
the tolerance is set close to machine epsilon.
This is Ipopt version 3.11.9, running with linear solver ma57.
Number of nonzeros in equality constraint Jacobian...: 0
Number of nonzeros in inequality constraint Jacobian.: 32
Number of nonzeros in Lagrangian Hessian.............: 36
Total number of variables............................: 16
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...............: 16
inequality constraints with only lower bounds: 16
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 2.0362309e+03 0.00e+00 3.39e+01 0.0 0.00e+00 - 0.00e+00 0.00e+00 0
1 1.2058144e+03 0.00e+00 2.54e+01 -6.0 3.86e+00 - 2.12e-01 2.56e-01f 1
2 7.1857478e+01 0.00e+00 5.91e-01 0.1 7.22e+00 - 7.18e-01 1.00e+00f 1
3 6.7127651e+01 0.00e+00 6.28e-07 -1.2 7.90e-01 - 1.00e+00 1.00e+00f 1
4 5.6437844e+01 0.00e+00 2.21e-03 -2.0 1.86e+00 - 1.00e+00 9.53e-01f 1
5 5.5727100e+01 0.00e+00 3.43e-03 -7.8 1.88e-01 - 9.91e-01 8.26e-01f 1
6 5.5643835e+01 0.00e+00 1.31e-02 -4.4 3.30e-02 - 1.00e+00 7.77e-01f 1
7 5.5629288e+01 0.00e+00 5.37e-03 -5.1 1.07e-02 - 1.00e+00 8.69e-01f 1
8 5.5626581e+01 0.00e+00 7.28e-05 -6.2 5.04e-03 - 1.00e+00 9.97e-01f 1
9 5.5626338e+01 0.00e+00 1.02e-12 -7.0 1.46e-03 - 1.00e+00 1.00e+00f 1
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
10 5.5626323e+01 0.00e+00 5.13e-06 -11.9 2.14e-04 - 1.00e+00 9.95e-01f 1
11 5.5626323e+01 0.00e+00 6.58e-15 -13.7 5.83e-06 - 1.00e+00 1.00e+00h 1
12 5.5626323e+01 0.00e+00 4.52e-15 -17.0 2.89e-09 - 1.00e+00 1.00e+00h 1
13 5.5626323e+01 0.00e+00 5.75e-15 -17.3 1.36e-15 - 1.00e+00 1.00e+00 0
14 5.5626323e+01 5.02e-17 4.19e-15 -17.3 4.27e-16 - 1.00e+00 1.00e+00T 0
** Affects: coinor-ipopt (Ubuntu)
Importance: Undecided
Status: New
** Tags: crash epsiilon machine matlab set to tolerance
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https://bugs.launchpad.net/bugs/1388487
Title:
MATLAB crashes when IPOPT converges to machine precision
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