[Ipopt] IPOPT takes very long before the first iteration

[Uwe Nowak]

Hello!

Thank you for your guess. I already deactivated the derivative check. 
The list of user options is

                                     Name   Value                used
                           acceptable_tol = 1                     yes
                         file_print_level = 6                     yes
                    hessian_approximation = limited-memory        yes
                                 max_iter = 1000                  yes
                                  max_soc = 0                     yes
                       nlp_scaling_method = none                  yes
                              output_file = ipopt.out             yes
                              print_level = 5                     yes
                       print_user_options = yes                   yes
                                      tol = 1                     yes
          watchdog_shortened_iter_trigger = 0                     yes

Thank you,
Uwe


Sebastian Walter schrieb:
> -----BEGIN PGP SIGNED MESSAGE-----
> Hash: SHA1
> 
> My speculative guess: It's the derivative checker of IPOPT that is the resource hog.
> Depending on the dimension of your problem, the computation of finite differences approximations of gradient and jacobian
> can take much longer than the evaluation your implemented  gradient and jacobian function.
> 
> The derivative check is performed once before the iteration starts.
> 
> 
> regards,
> Sebastian
> 
> 
> 
> 
> Uwe Nowak schrieb:
>> 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.
>>
>> _______________________________________________
>> Ipopt mailing list
>> Ipopt at list.coin-or.org
>> http://list.coin-or.org/mailman/listinfo/ipopt
> 
> -----BEGIN PGP SIGNATURE-----
> Version: GnuPG v2.0.4-svn0 (GNU/Linux)
> Comment: Using GnuPG with SUSE - http://enigmail.mozdev.org
> 
> iD8DBQFKwe4q9PBA5IG0h0ARAqbKAJ0TLmQ338eEUGQCBH78mmRtRypOxgCfaKhl
> Om47RZaa6iFbgE7j9RqDlsg=
> =CvjV
> -----END PGP SIGNATURE-----