[Ipopt] ReOptimize initialization problems?

Andreas Waechter andreasw at watson.ibm.com
Fri Apr 16 08:38:49 EDT 2010


Running app->OptimizeTNLP(program) instead of app->ReOptimizeTNLP(program) 
should be a work-around.  It should not be significiantly slower, but you 
can test it.  If the workaround is too slow, one could add a reset method 
for the cpu time.


On Thu, 15 Apr 2010, Bruno Guerreiro wrote:

> 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.
> Best,
> 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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