[Coin-ipopt] IPOPT 3.0 (C++) - MC19

[Victor M Zavala]

Hi all,

If you have had any issues in solving your problems with the new IPOPT C++ version this note might be helpful.

The previous version of IPOPT (fortran) use MC19 (linear system scaling) as default.

However, the current version of IPOPT (C++) is NOT using MC19 as default.

If your KKT system is NOT ill-conditioned you might not find any difference. However, when this linear system is indeed ill-conditioned MC19 makes a HUGE difference.

My current problem is ill-conditioned and I hadn't been able to solve it with the C++ version (but it solves with no problems in the fortran version). Turning ON the MC19 option makes a HUGE difference and now I've been able to solve it with no problems.

The option in the C++ version is

linear_system_scaling mc19

in PARAMS.DAT

Hope this helps.

---------------------------------
Victor M Zavala
Chemical Engineering Department
Carnegie-Mellon University
5000 Forbes Avenue
Pittsburgh, PA  15213
Ph: (+1) 412-268-2238
vzavala at andrew.cmu.edu
http://www.andrew.cmu.edu/~vzavala