[Coin-ipopt] Re: [Coin-discuss] ipopt matlab interface keepalive

[Peter Carbonetto]

>> Quick Q: does the ipopt matlab interface keep ipopt loaded, stateful,
>> in between function calls? I'd like to repeatedly reoptimize within a
>> neighborhood, so this feature might increase performance
>> significantly, when compared to reloading the library every time.

Basically, the answer is no. Each call to "ipopt" in MATLAB creates and 
destroys an IpoptApplication object.

This sounds like some pretty advanced usage of the IPOPT library, and I 
honestly don't see any way you could do this in MATLAB. If you're serious 
about optimizing your problem this way, I would look into using the C++ 
interface. (I've realized long ago that MATLAB has a lot of limitations.)

Depending on the dimensionality of your solution space, you might consider 
other optimization methods that don't perform line search, such as "direct 
methods". They may be more suitable for your type of problem.

Peter