[Ipopt] Slow convergence on large - scale problem

Manuel Andres Ramos Castillo ma.ramos43 at uniandes.edu.co
Mon Sep 3 17:52:14 EDT 2012

Dear all,
I´ve been working with Ipopt (GAMS) the last 2 years. Lately I am working on a very nonlinear nonconvex optimal control problem (around 45000 variables and 42000 constraints) and I am noticing that Ipopt converges after several iterations (around 4000 or so). I was wondering if someone can give me an advice about how can I reduce the iterations. Currently, I'm using ma86 linear solver, mu_strategy adaptive and alpha_for_y safer-min-dual-infeas.
Thanks in advance.

Manuel Andrés Ramos Castillo
Ingeniero Químico
Asistente Graduado
Departamento de Ingeniería Química
Universidad de Los Andes
Tel. 3394949 Ext. 1841
Edificio Mario Laserna
Oficina 751

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