[Ipopt] Ipopt - WarmStart

[Rodrigo Lopez-Negrete]

Hi Juan,

A bit more information could be helpful to better understand what the
problem is. For example, what other options are you using (eg, for the
barrier parameter update), how many iterations does IPOPT take on each of
the cases you talk about, what linear solver do you use, are any of the
variables at the bounds in the optimal point, is there any regularization
being done at the solution (or iterates)??

Best,
  Rodrigo

On Fri, Jul 1, 2011 at 11:04 AM, Juan Ignacio Laiglecia <
juanlaiglecia at hotmail.com> wrote:

>  Dear All******
>  ****
> I am running IPOPT with this warmstart options:****
> ** **
>
> warm_start_init_point yes****
>
> warm_start_bound_push 1e-6 ****
>
> warm_start_mult_bound_push 1e-6****
>
> ** **
>
> I am trying to figure out why I cannot obtain better computational times
> after a third run.****
>
> For example, a problem of 42915 variables and 42615 constraints takes for:
> ****
>
> ** **
>
> 1st run -> time = 23.7 min****
>
> 2nd run -> time= 4.61 min****
>
> *3rd run -> time= 4.6 min*
>
> ** **
>
> If I am giving to IPOPT the optimal solution, why the following run takes
> the same time as the second?****
>
> Thanks****
>
> Juan****
>
>
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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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