[Ipopt] IPOPT takes very long before the first iteration

[Olaf Schenk]

Hi Uwe,

One option is to use PARDISO (www.pardiso-project.org). Let me know if 
you need help with the installation.

Olaf

 Nowak wrote:
> Hello!
>
> I am using IPOPT and really like the solver. But with larger problem
> instances the solver takes very long time before the first iteration.
>
> Below there is the output. After the first line ("This is IPOPT...") the
> solver takes (estimated) 350 CPU seconds.
>
> What does IPOPT do there? Is there a way to speed this part of IPOPT up?
> The Iterations itself are fast enough.
>
> I am using IPOPT to successively solve nonlinear problems that have 
> similar, but not equal structure. So I usually expect only few 
> iterations to be
> necessary.
>
> Thank you,
> Uwe Nowak
>
>
> ------------------------- OUTPUT ------------------------------
>
>
> This is Ipopt version 3.7.0, running with linear solver ma27.
>
> Number of nonzeros in equality constraint Jacobian...: 196
> Number of nonzeros in inequality constraint Jacobian.: 13624
> Number of nonzeros in Lagrangian Hessian.............: 0
>
> Total number of variables............................: 180
>   variables with only lower bounds: 0
>   variables with lower and upper bounds: 0
>   variables with only upper bounds: 0
> Total number of equality constraints.................: 49
> Total number of inequality constraints...............: 1703
>   inequality constraints with only lower bounds: 1703
>   inequality constraints with lower and upper bounds: 0
>   inequality constraints with only upper bounds: 0
>
> [...]
>
> Number of Iterations....: 15
>
> [...]
>
> Number of objective function evaluations = 18
> Number of objective gradient evaluations = 16
> Number of equality constraint evaluations = 18
> Number of inequality constraint evaluations = 18
> Number of equality constraint Jacobian evaluations = 16
> Number of inequality constraint Jacobian evaluations = 16
> Number of Lagrangian Hessian evaluations = 0
> Total CPU secs in IPOPT (w/o function evaluations) = 392.561
> Total CPU secs in NLP function evaluations = 8.939
>
> EXIT: Optimal Solution Found.
>
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>   


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