[Ipopt] Running Time comparison of IPOPT Between MATLAB and C++

Robin Philip Robin.Philip at agios.com
Fri Dec 6 02:25:56 EST 2013


Does anyone have comparisons between run time of IPOPT on MATLAB vs C++?
I am using IPOPT in MATLAB in conjunction with another package (COBRA).
My optimisation problem has a non linear objective function and it takes up to a day to run (20000 iterations).
I need to run multiple optimisations with different conditions.
Would it be wise to export the problem to C++ and run this?

Robin Philip

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