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

[Jeffrey Dean Kelly]

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
http://www.industrialgorithms.com/
Skype: jeffreydeankelly
**********************************************************
This email and any files transmitted with it are confidential, proprietary
and intended solely for the individual or entity to whom they are addressed.
If you have received this email in error please delete it immediately.
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/ipopt/attachments/20130831/8ed79d97/attachment.html>