<div dir="ltr"><div><div><div>Thanks Stefan;<br><br></div>Actually when I tried the mehrotra_algorithm = yes it got worse.<br><br></div>However, when I set some of the other settings that were also "good for LP and QP" in the documentation it got a little better but still requires lots of iterations compared to other IPM QP's found in other solvers I use i.e., CPLEX, GUROBI and XPRESS.<br>
<br></div>Jeff <br><div><div><div><div class="gmail_extra"><br><br><div class="gmail_quote">On Sun, Sep 1, 2013 at 9:56 AM, Stefan Vigerske <span dir="ltr"><<a href="mailto:stefan@math.hu-berlin.de" target="_blank">stefan@math.hu-berlin.de</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">Hi,<br>
<br>
I heard that enabling the mehrotra_algorithm can be useful when solving LPs or QPs:<br>
<a href="http://www.coin-or.org/Ipopt/documentation/node45.html" target="_blank">http://www.coin-or.org/Ipopt/<u></u>documentation/node45.html</a><br>
<br>
However, using a solver like Clp, which has been made especially for LP/QP, could also give good performance.<br>
<br>
Stefan<div class="im"><br>
<br>
On 08/31/2013 02:10 PM, Jeffrey Dean Kelly wrote:<br>
</div><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div class="im">
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></div>
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</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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