[Ipopt] ReOptimize initialization problems?

Bruno Guerreiro bguerreiro at isr.ist.utl.pt
Thu Apr 15 06:09:05 EDT 2010

Dear all,

I'm trying to run Ipopt (C++ interface in linux) many times 
consecutively, just updating the optimization program initial condition.

I was able to do this using the function "app->ReOptimizeTNLP(program)", 
but I'm having some trouble with the option "max_cpu_time".
It seams that I'm not reseting the algorithm start time and instead of 
terminating the current run of the optimization program if the time 
exceeds "max_cpu_time", it is using the cumulative cpu_time since the 
first run.

Does anyone came across this problem?
Should I run some kind of re-initialization of the application before 
running "ReOptimize"?

Thanks once more for sharing Ipopt with everyone.


Bruno Guerreiro

York Tang wrote:
> Dear all,
> Because I want to add an active set mechanism with ipopt. It means i
> want to keep trace on each iteration of ipopt.
> At the beginning, I provide some basic constraints, then if I
> identified one iteration which do not follow some "extra" constraints
> (which have not added to the optimization yet), then i will add that
> constraint during the process (save the current points, end the
> current optimization, and start a new optimization with new added
> constraints and the saved current iteration points).
> The idea is to lower the number of constraints in my system.
> Does anyone have any experience on it? (Can it be implemented with
> ipopt? Do it help the optimization (speed or result)?)
> Also, if there exist a user request termination functions in ipopt? If
> I just end the ipopt process manually (with my coding), will it cause
> some memory problem?
> Thx
> York
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