[Ipopt] Ipopt Digest, Vol 76, Issue 8

Tue Apr 19 13:40:44 EDT 2011

Thank you Jonathan for your reply,

Yes your answer helps me. But since I don't have a lot of experience with Ipopt I don't know what is a "large problem" for Ipopt? I know that my question does not have a precise answer but just to have idea, what did
You think about my problem:

---------------------------------------------------------------------
This is Ipopt version 3.9.2, running with linear solver ma27.

Number of nonzeros in equality constraint Jacobian...:     1917
Number of nonzeros in inequality constraint Jacobian.:      826
Number of nonzeros in Lagrangian Hessian.............:      770

Total number of variables............................:      988
                     variables with only lower bounds:      261
                variables with lower and upper bounds:      675
                     variables with only upper bounds:        0
Total number of equality constraints.................:      416
Total number of inequality constraints...............:      208
        inequality constraints with only lower bounds:       53
   inequality constraints with lower and upper bounds:        0
        inequality constraints with only upper bounds:      155
---------------------------------------------------------------------

- Pascal

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Objet : Ipopt Digest, Vol 76, Issue 8

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Today's Topics:

   1. Linear solver comparison (Cote, Pascal  (RTA))
   2. Re: Linear solver comparison (Jonathan Hogg)

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Message: 1
Date: Tue, 19 Apr 2011 08:17:45 -0400
From: "Cote, Pascal  (RTA)" <Pascal.Cote at riotinto.com>
Subject: [Ipopt] Linear solver comparison
To: "ipopt at list.coin-or.org" <ipopt at list.coin-or.org>
Message-ID:
        <2AB80098A0BD9F43A348DB4A921FBCC5BD22988F67 at RIOMTLEXMB1.corp.riotinto.org>

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Hi everyone,

I recently use Ipopt for my project. I try ma27 solver and its work very well. I also try ma57 with metis but I observe that the results are worst (more slow and worst objective function value). I also buy a license for pardiso and it is the same. In fact pardiso is worst than ma57 (with openmp on a quad core).

Did you know if it exist some papers or reports that present comparison results with Ipopt using different linear solver because it seems very strange to me why I observed this results?

Pascal

Avis:
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Message: 2
Date: Tue, 19 Apr 2011 15:41:38 +0100
From: Jonathan Hogg <jonathan.hogg at stfc.ac.uk>
Subject: Re: [Ipopt] Linear solver comparison
To: <ipopt at list.coin-or.org>
Message-ID: <4DAD9F22.6010606 at stfc.ac.uk>
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Pascal,

I'm actually in the middle of doing such a comparison myself. The
results seem to largely depend on the characteristics of the problems
involved.

First note that MA57 has a scaling built in that is applied on every
iteration. It can be disabled by a setting in ipopt.opt. This scaling
improves reliability (i.e. more problems converge to a solution) at the
price of performance overheads (that are really only significant on
small problems).

I also have an interface not yet publically available to our new code
HSL_MA86, designed to do 'proper' pivoting on multicore machines. (This
is currently sitting on my stack of things to tidy up and release,
probably sometime in May).

To summarise some VERY preliminary results:

* For small and well behaved problems MA27 or MA57 without scaling is best.
* For small and badly behaved problems MA57 with scaling is best.
* For larger problems (where factoring a single system takes more than a
second, say) HSL_MA86 or PARDISO is significantly better than MA27 or
MA57 - generally because speedups available are significant on these
problems, but much more limited on others.
* On some very small problems PARDISO seems to have a large fixed
overhead for some reason, taking almost a second whereas all other
solvers solve the problems in less than 0.1s. I haven't gotten to the
bottom of this, and it may well be a mistake on my part.

Most solvers seems to suffer from a small handful of problems where for
some reason they do considerably worse than other solvers.

I don't know if that helps you at all?

Jonathan Hogg
STFC

On 19/04/11 13:17, Cote, Pascal (RTA) wrote:
> Hi everyone,
>
> I recently use Ipopt for my project. I try ma27 solver and its work very
> well. I also try ma57 with metis but I observe that the results are
> worst (more slow and worst objective function value). I also buy a
> license for pardiso and it is the same. In fact pardiso is worst than
> ma57 (with openmp on a quad core).
>
> Did you know if it exist some papers or reports that present comparison
> results with Ipopt using different linear solver because it seems very
> strange to me why I observed this results?
>
> Pascal
>
>
> Avis:
> Ce message et toute pi?ce jointe sont la propri?t? de Rio Tinto et sont
> destin?s seulement aux personnes ou ? l'entit? ? qui le message est
> adress?. Si vous avez re?u ce message par erreur, veuillez le d?truire
> et en aviser l'exp?diteur par courriel. Si vous n'?tes pas le
> destinataire du message, vous n'?tes pas autoris? ? utiliser, ? copier
> ou ? divulguer le contenu du message ou ses pi?ces jointes en tout ou en
> partie.
> Notice:
> This message and any attachments are the property of Rio Tinto and are
> intended solely for the named recipients or entity to whom this message
> is addressed. If you have received this message in error please inform
> the sender via e-mail and destroy the message. If you are not the
> intended recipient you are not allowed to use, copy or disclose the
> contents or attachments in whole or in part.
>
>
>
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Avis:
Ce message et toute pièce jointe sont la propriété de Rio Tinto et sont destinés seulement aux personnes ou à l'entité à qui le message est adressé. Si vous avez reçu ce message par erreur, veuillez le détruire et en aviser l'expéditeur par courriel. Si vous n'êtes pas le destinataire du message, vous n'êtes pas autorisé à utiliser, à copier ou à divulguer le contenu du message ou ses pièces jointes en tout ou en partie.

Notice:
This message and any attachments are the property of Rio Tinto and are intended solely for the named recipients or entity to whom this message is addressed. If you have received this message in error please inform the sender via e-mail and destroy the message. If you are not the intended recipient you are not allowed to use, copy or disclose the contents or attachments in whole or in part.