[Ipopt] solving maxflow as LP

[Tamas Vinko]

Hello,

I am trying to solve a huge max-flow problem, formulated as an LP with
ipopt+ampl (using mumps).
The size of the problem is:

Number of nonzeros in equality constraint Jacobian...: 10748378
Total number of variables............................:               5374189
                variables with lower and upper bounds:         5374188
Total number of equality constraints.................:              37546

Now, ampl takes about 10 minutes before it passes the problem to
ipopt. Then, ipopt takes about 20 hours to start with the first
iteration and finally converges to the solution in 3-4 hours.

Do you have any advice how can I speed up the solving time, especially
the startup phase?

Thanks,
Tamas.