<div dir="ltr"><div><div><div>Hi Jonathan;<br><br></div>Yes, I also use active-set solvers in my SLP such as LPSOLVE, GLPK, COINMP (CBC/CLP), GUROBI, XPRESS and CPLEX where it is known that solving with an IPM first for 1 to 5 major iterations is useful then to switch-over to an active-set solver as well as switching between primal and dual methods as convergence gets close is also beneficial.<br>
<br></div>Hence, I am trying to use IPOPT as a preliminary IPM solver for the first few major iterations to see if that is effective but I am finding that for pure LP's and QP's IPOPT's performance is less than expected unless I can find some better settings/options.<br>
<br></div><div>Thanks, Jeff<br></div></div><div class="gmail_extra"><br><br><div class="gmail_quote">On Sun, Sep 1, 2013 at 3:25 PM, <span dir="ltr"><<a href="mailto:jonathan.hogg@stfc.ac.uk" target="_blank">jonathan.hogg@stfc.ac.uk</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">If you're using SLP/SQP, the solution for one iteration is probably related to the iteration for the next. If you use a simplex/active set based solver such as CLP instead of an interior point one, you'll be able to warmstart which is harder to do with an IPM algorithm like Ipopt (if you want to get complicated you can look at crossover on the first iterate).<br>
<br>
Jonathan.<br>
________________________________________<br>
From: <a href="mailto:ipopt-bounces@list.coin-or.org">ipopt-bounces@list.coin-or.org</a> [<a href="mailto:ipopt-bounces@list.coin-or.org">ipopt-bounces@list.coin-or.org</a>] on behalf of Stefan Vigerske [<a href="mailto:stefan@math.hu-berlin.de">stefan@math.hu-berlin.de</a>]<br>
Sent: 01 September 2013 14:56<br>
To: Jeffrey Dean Kelly<br>
Cc: <a href="mailto:ipopt@list.coin-or.org">ipopt@list.coin-or.org</a><br>
Subject: Re: [Ipopt] Using IPOPT as a Linear (Sub-)Solver for LP and QP Problems.<br>
<div class="HOEnZb"><div class="h5"><br>
Hi,<br>
<br>
I heard that enabling the mehrotra_algorithm can be useful when solving<br>
LPs or QPs:<br>
<a href="http://www.coin-or.org/Ipopt/documentation/node45.html" target="_blank">http://www.coin-or.org/Ipopt/documentation/node45.html</a><br>
<br>
However, using a solver like Clp, which has been made especially for<br>
LP/QP, could also give good performance.<br>
<br>
Stefan<br>
<br>
On 08/31/2013 02:10 PM, Jeffrey Dean Kelly wrote:<br>
> Hi All;<br>
><br>
> I am wondering what would be the best settings for the IPOPT options if<br>
> IPOPT is being used to solve a pure LP or QP problem beyond the obvious<br>
> ones of jac_c/d_constant = yes and hessian_constant = yes, etc.?<br>
><br>
> I am embedding IPOPT has a sub-solver in a SLP framework whereby at each<br>
> major iteration the Jacobian, etc. are re-estimated and IPOPT is called as<br>
> a pure LP or QP. However, it takes alot of minor iterations for IPOPT to<br>
> converge the successive LP and QP sub-problems and hence the question.<br>
><br>
> Looking forward to a response - Jeff<br>
><br>
><br>
><br>
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</div></div></blockquote></div><br><br clear="all"><br>-- <br><div dir="ltr"><div>**********************************************************<br>Better Data + Better Decisions = Better Business<br>Jeffrey D. Kelly<br>Industrial Algorithms LLC.<br>
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