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</o:shapelayout></xml><![endif]--></head><body lang=EN-US link=blue vlink=purple><div class=WordSection1><p class=MsoNormal>Hello everyone,<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>I am facing a problem in using IPOPT which some of you might have experience with it.<o:p></o:p></p><p class=MsoNormal>In the context of the optimal control, I am using the IPOPT to solve a huge NLP problem with 32,005 variables. Since the model is very complex, up to now, I have used the numeric Jacobians. I provide the numeric Jacobians using the MATLAB internal function <b>numjac</b> and I am able to produce some results.<o:p></o:p></p><p class=MsoNormal>Since I need to accelerate the convergence of the algorithm, I have created a function which supplies the analytical Jacobian of the constraints (The Jacobian has a size of 32000x32005).<o:p></o:p></p><p class=MsoNormal>Surprisingly, when I am using the analytical Jacobian, the IPOPT runs out of memory or becomes torturingly slow.<o:p></o:p></p><p class=MsoNormal>I am pretty sure that the analytical Jacobian is correct. Moreover, I compare the analytical Jacobian and the numeric one at each step and do not see a large difference…<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>Does anyone know what might be the possible reason for this strange behavior of IPOPT?<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>Thanks in advance.<o:p></o:p></p><p class=MsoNormal>Reza<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal style='text-autospace:none'><b><span lang=DE style='color:#1F497D'>Reza Hashemi, M.Sc.<o:p></o:p></span></b></p><p class=MsoNormal><span lang=DE style='color:#1F497D'>Lehrstuhl für Systemdynamik und Prozessführung / Process Dynamics and Operations Group<o:p></o:p></span></p><p class=MsoNormal><span style='color:#1F497D'>Fakultät Bio- und Chemieingenieurwesen</span><span style='color:#1F497D'> / Biochemical and Chemical Engineering Department<o:p></o:p></span></p><p class=MsoNormal><span lang=DE style='color:#1F497D'>TU Dortmund<o:p></o:p></span></p><p class=MsoNormal><span lang=DE style='color:#1F497D'>Emil-Figge-Str. 70<o:p></o:p></span></p><p class=MsoNormal><span lang=DE style='color:#1F497D'>44221 Dortmund, Germany<o:p></o:p></span></p><p class=MsoNormal><span lang=DE style='color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span lang=DE style='color:#1F497D'>Phone: (+49/0) 231 755 5165 Fax: (+49/0) 231 755 5129<o:p></o:p></span></p><p class=MsoNormal><span lang=DE style='color:#1F497D'>www.dyn.bci.tu-dortmund.de<o:p></o:p></span></p><p class=MsoNormal><span lang=DE><o:p> </o:p></span></p><p class=MsoNormal><o:p> </o:p></p></div></body></html>