FAQ: How to debug regressions in numerical solvers when updating CasADi?

Some CasADi versions (e.g. 3.6.0) come with an upgrade in third-party numerical solvers (e.g. Ipopt).

When your optimization problem has difficulty converging after such an upgrade, it's not immediately obvious what would be the cause.

The cause could be in:

• algorithmic changes in the third-party solver
• changes in CasADi that result in different sparsity patterns or numerical values (order of operations)
• a combination of both

Here is a strategy to figure out if the cause lies with CasADi:

Instrument your code with options to dump inputs and outputs

from casadi import *

x = MX.sym("x",5)

A = DM.rand(5,5)
Q = A.T@A

nlp = {"x":x,"f":bilin(Q,x-2)}

options = {"common_options":{"final_options" : {"dump_in":True, "dump_out":True}}}
solver = nlpsol("solver","ipopt",nlp,options)

solver(x0=0)

Do this both for old and new CasADi in different folders (or use dump_dir) and do a diff between those directories (e.g. using meld). If CasADi provides identical sparsity and numerical values for typical outputs of the first iteration (e.g. nlp_grad_f.000000.out.f.mtx), you should look at the release notes of the third party solvers for possible explanations.

warning: In 3.6.0 and up, Function outputs that are not used (passed a null pointer internally) will be logged as nan instead of earlier 0. E.g. Ipopt nlp_grad_f has two outputs, f and grad_f_x. The f output is not used internally, so will be logged as nan.