[Coin-ipopt] Ipopt for nonlinear least-squares

damien at khubla.com damien at khubla.com
Wed Jun 14 14:34:59 EDT 2006

Hi all,

we've been using Ipopt with good success for the last few months with a
view to replacing our commercial license for Dash.  So far it's been
great, and we're extending the use to some nonlinear least-squares
problems.  The performance is generally good, but I was wondering if
anyone has any experience finding a good set of solver parameters that
might do weel on least-squares problems.  We treat the problem to be
fitted as a black-box and use numerical differences to calculate
derivatives, and use the quasi-newton Hessian approximation.  Most
problems have between 5 and 50 variables and 10 or less constraints.


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