[Ipopt] IPOPT with CPLEX?

[Vatsal Bhatt]

Thanks Andreas and Mikhail.

We presolve with CPLEX, which reduces the time a little bit.

Best regards

Vatsal

On Thu, Oct 23, 2008 at 2:47 PM, Mikhail Nediak <MNediak at business.queensu.ca
> wrote:

>
> Well, hypothetically, could not one try to find a feasible solution to
> min   0^T x
>            A x = b
>
> using CPLEX? Of course, CPLEX was NOT specifically designed to do this...
>
> However, I wonder if linear algebra routines in CPLEX would beat MUMPS when
> accessed like that.
>
> Mikhail
>
>
>
>   From: Andreas Waechter <andreasw at watson.ibm.com> To: Vatsal Bhatt <
> vatsalbhatt at gmail.com> Cc: ipopt at list.coin-or.org Date: 23/10/2008 02:38
> PM Subject: Re: [Ipopt] IPOPT with CPLEX?
> ------------------------------
>
>
>
>  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
> >
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