When running a statistical regression model run in GAMS where I loop through approx 250 different regression equations using a NLP in IPOPT, I am experiencing the following termination error messages and the model does not complete its run. I have tried numerous nlp solvers and I continue to end up in the same situation. I have tried putting in a system pause between loops and an increase in workfactor, but none of these proved effective. Additionally the termination loop is not consistent, anywhere from 45 - 215 loops. Also, I have the same model running in Stata and this was a quick fix as I have yet to figure out how to get the hand off between the two systems working.
when using IPOPT
— LOOPS Scenario = 214
— 73 rows 111 columns 265 non-zeroes
— 240 nl-code 48 nl-non-zeroes
— StatCalcFinal.gms(4658787) 398 Mb
— Executing IPOPT: elapsed 0:12:37.710*** Error: Unexpected GAMSCMEX return code: 255
Exit code = 407
When using Couenne
— Executing COUENNE: elapsed 0:12:39.420*** Error: Unexpected GAMSCMEX return code: -1073741819
Exit code = 407
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John,
I assume you are running your model with solvelink=5. If that is not the case than GAMS itself seems to have a serious problem. In case of solvelink=5 Ipopt and Couenne have a serious problem and because of the tight connection to GAMS (solvelink=5), the entire GAMS run fails. With solvelink=2 you could recover inside GAMS, but that still does not address the problem with the NLP solver. Couenne is based somewhat on Ipopt, so I guess the problem lies in Ipopt. It would be great if we (at GAMS) can reproduce this to get to the bottom of the Ipopt issue.
Best,
Michael
On Monday, October 21, 2013 6:12:31 PM UTC-4, John Ryan wrote:
When running a statistical regression model run in GAMS where I loop through approx 250 different regression equations using a NLP in IPOPT, I am experiencing the following termination error messages and the model does not complete its run. I have tried numerous nlp solvers and I continue to end up in the same situation. I have tried putting in a system pause between loops and an increase in workfactor, but none of these proved effective. Additionally the termination loop is not consistent, anywhere from 45 - 215 loops. Also, I have the same model running in Stata and this was a quick fix as I have yet to figure out how to get the hand off between the two systems working.
when using IPOPT
— LOOPS Scenario = 214
— 73 rows 111 columns 265 non-zeroes
— 240 nl-code 48 nl-non-zeroes
— StatCalcFinal.gms(4658787) 398 Mb
— Executing IPOPT: elapsed 0:12:37.710*** Error: Unexpected GAMSCMEX return code: 255
Exit code = 407
When using Couenne
— Executing COUENNE: elapsed 0:12:39.420*** Error: Unexpected GAMSCMEX return code: -1073741819
Exit code = 407
–
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