[Ipopt] Slow execution

Stefan Vigerske stefan at math.hu-berlin.de
Thu Apr 9 04:53:01 EDT 2009


> 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 Vigerske
Humboldt University Berlin, Numerical Mathematics

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