[Ipopt] Slow execution

[Stefan Vigerske]

Hi,

> I have a quadratic program (about 500 variables, 5 constraints, 500 lower and upper bounds).  I am using Mumps because of licensing issues.  I find that the program executes rather slowly ( takes about 2 to three times longer) than a commercial solver.  Are there any tweaks that I can do to improve performance?  At present I am using the default settings for the optimizer and have not chosen to override any of the settings in my own calling program.

Setting mu_strategy to adaptive is sometimes helpful.

Stefan

-- 
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan