[Ipopt] IPOPT with CPLEX?

[Andreas Waechter]

Hi Vatsal,

MUMPS and Pardiso are solving linear systems, i.e., for a given matrix A 
and a vector b, it gets a vector x that satisfies

Ax = b

Here, A is a symmetric indefinite matrix.

CLPEX is a Linear Programming solver.  This is something entirely 
different.  It solves LPs like

min  c^T x
      A x >= b

CLPEX has completely different functionality from MUMPS and cannot replace 
it.

Andreas

On Thu, 23 Oct 2008, Vatsal Bhatt wrote:

> Many thanks to the developers of IPOPT for large scale NLPs and making it
> opensource.
>
> Since our MARKAL-MACRO energy systems analysis model had a problem running
> with other solvers, GAMS suggested us to use IPOPT. It handles our model
> well, we are happy that atleast it runs...
>
> Since our model has several thousand equations with several hundred thousand
> non-zeros, it takes nearly an hour for a run. It uses MUMPS as a linear
> solver and the documentation has suggestions on using PARDISO.
>
> We use CPLEX for our LP based MARKAL, which solves the same system in LP
> within 5 minutes (without 5 macro economic equations).
>
> Would it be possible for us to use CPLEX instead of MUMPS within IPOPT?
>
> Thanks in advance for your help.
>
> Vatsal
>