[Ipopt] performance on netlib lp test set

[Rodrigo Lopez-Negrete]

Hey Jonathan,

I solved it in 47 iterations using Ipopt 3.8, with the options below.
linear_solver    ma57
ma57_pivot_order 4
linear_scaling_on_demand no
linear_system_scaling    mc19
mu_strategy adaptive

Hope this helps.
Rodrigo

On Fri, Oct 29, 2010 at 11:45 AM, Jonathan Hogg <jonathan.hogg at stfc.ac.uk>wrote:

> Hi,
>
> I've been running ipopt on the netlib test set using the amplsolver
> interface.
>
> This works, and gets correct answers, however the iteration count is on
> the high side (eg 25fv47 200 iterations). Is this the same experience
> other people have?
>
> I'm told that most netlib problems should be solved by an interior point
> method in more like 20 iterations than 200.
>
> Is this just because IPOPT is designed for NLP, or have I got something
> going wrong?
>
> The .nl file for 25fv47 is available at the following url if anybody
> would like to give it a go:
> http://www.maths.ed.ac.uk/~s0455378/25fv47.nl
>
> Thanks,
> Jonathan.
>
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>



-- 

*Rodrigo López-Negrete de la Fuente*
Doctoral Candidate
Email: rln at cmu.edu
WWW: http://rodrigo.lopez-negrete.org

Department of Chemical Engineering
Carnegie Mellon University
5000 Forbes Ave.
Pittsburgh, PA 15213-3890
USA
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