[Ipopt-tickets] [Ipopt] #94: need a dense solver for small-scale optimization

Ipopt coin-trac at coin-or.org
Tue Apr 7 11:11:10 EDT 2009


#94: need a dense solver for small-scale optimization
------------------------------------------------------+---------------------
Reporter:  klingenberg                                |       Owner:  ipopt-team
    Type:  defect                                     |      Status:  new       
Priority:  normal                                     |   Component:  Ipopt     
 Version:  3.4 (C++ Version)                          |    Severity:  normal    
Keywords:  dense solver singular value decomposition  |  
------------------------------------------------------+---------------------
 I have a small-scale optimization problem with expensive function
 evaluations.

 Is it much work to include a dense Solver in the Code?
 My Favorite would be a Lapack routine that uses singular value
 decomposition.
 Additionally it would overcome licencing questions.

 Has anyone done something like this?
 Whitch files/methods must be modified?

 May be, it is interesting to compare the results of using a accurate
 solver with
 the results of a sparse solver, and Lapack is already avaible.

 thanks for any Help!

 Klingenberg

-- 
Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/94>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.



More information about the Ipopt-tickets mailing list