IPOPT slow iterations due to “Reallocating memory for MA57: lfact”

[0xF0F0F0F]

Hi, I am solving a large scale quadratic problem with quadratic equality constaint problem (QCQP):
min_x x' * H * x
s.t. x'Qx = 1
A x <= b
where H is a positive definite matrix, Q is a positive semi-definite matrix, and n is around 5000.

I tried to use IPOPT (ver 3.12.9) to solve the QCQP problem by providing all jacobian & hessian informations and a feasible initial guess x0. IPOPT could solve my problem very fast in most of the time. However, sometimes IPOPT iterations stucks for more than 10 mins! Because it keeps

"Reallocating memory for MA57: lfact"

I am wondering, is there any way to fix this problem?

[svigerske]

Hmm, I don't know. You could experiment with some options for MA57: https://coin-or.github.io/Ipopt/OPTIONS.html#OPT_MA57_Linear_Solver

[0xF0F0F0F]

Thank you for your replying, I am wondering, is there any way to automatically terminate IPOPT interation once it stucks at
"Reallocating memory for MA57: lfact"?

[svigerske]

No, not that I know.

[0xF0F0F0F]

can option "max_wall_time" do the termination if iteration stucks too long?

[svigerske]

No, the timelimit is not checked within MA57 or in the loop where Ipopt figures out how much memory it needs to allocate for MA57.
The timelimit is only checked once per iteration.

[0xF0F0F0F]

I solved my problem by setting "options.ipopt.ma57_automatic_scaling = 'yes';"

[0xF0F0F0F]

thanks！ Get Outlook for iOS<https://aka.ms/o0ukef>

…

________________________________ From: Stefan Vigerske ***@***.***> Sent: Wednesday, December 8, 2021 5:48:16 PM To: coin-or/Ipopt ***@***.***> Cc: 0xF0F0F0F ***@***.***>; Author ***@***.***> Subject: Re: [coin-or/Ipopt] IPOPT slow iterations due to “Reallocating memory for MA57: lfact” (Discussion #540) No, the timelimit is not checked within MA57 or in the loop where Ipopt figures out how much memory it needs to allocate for MA57. The timelimit is only checked once per iteration. — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub<https://na01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgithub.com%2Fcoin-or%2FIpopt%2Fdiscussions%2F540%23discussioncomment-1771491&data=04%7C01%7C%7Ce39178df31104cb6e08408d9ba2fdc85%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C637745536983517984%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000&sdata=2xpx1H1L%2FRIQoZbf3OFSP%2FJ4N6RphOkU1pHVla6zkIs%3D&reserved=0>, or unsubscribe<https://na01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgithub.com%2Fnotifications%2Funsubscribe-auth%2FAUSMJ4PRY4EP7SFV4TDWMGLUP4SWBANCNFSM5JN7BVMA&data=04%7C01%7C%7Ce39178df31104cb6e08408d9ba2fdc85%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C637745536983527937%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000&sdata=ug3Fbn9rUTTXpQdnjiBZo7Pg3sh9gbGDOQevwl8X2cM%3D&reserved=0>.