[Ipopt] Using IPOPT as a Linear (Sub-)Solver for LP and QP Problems.

Jeffrey Dean Kelly jdkelly at industrialgorithms.ca
Sat Aug 31 08:10:33 EDT 2013

Hi All;

I am wondering what would be the best settings for the IPOPT options if
IPOPT is being used to solve a pure LP or QP problem beyond the obvious
ones of jac_c/d_constant = yes and hessian_constant = yes, etc.?

I am embedding IPOPT has a sub-solver in a SLP framework whereby at each
major iteration the Jacobian, etc. are re-estimated and IPOPT is called as
a pure LP or QP.  However, it takes alot of minor iterations for IPOPT to
converge the successive LP and QP sub-problems and hence the question.

Looking forward to a response - Jeff

Better Data + Better Decisions = Better Business
Jeffrey D. Kelly
Industrial Algorithms LLC.
Email: jdkelly at industrialgorithms. <alkis at industrialgorithms.com>ca
Skype: jeffreydeankelly
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