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

[Konstantinos Nikolaou]

Dear Robin,

I  guess there should be a difference between a precompiled version of 
IPOPT and a compiled-on-your-machine version. The second one should be 
better.

Kostis

???? 12/6/2013 3:31 PM, ?/? Tony Kelman ??????:
> Robin,
> This can vary substantially depending on the size and nonlinearity 
> structure of your problem, and your Matlab coding methods. The most 
> important information to look at is the timing results of "CPU secs in 
> IPOPT" vs "CPU secs in NLP function evaluations." The former depends 
> on the number of iterations, algorithm options, and choice of linear 
> system solver (Mumps vs MA57 etc) used by Ipopt, and you won't be able 
> to improve it much by coding your problem in C/C++. You can get more 
> speedup in the NLP function evaluations, which is the time spent 
> evaluating the Matlab objective, gradient, constraint, Jacobian and 
> Hessian functions.
> You can get a more detailed breakdown of Ipopt timing by setting the 
> option print_timing_statistics to yes, and for the Matlab functions I 
> highly recommend using the Matlab profiler to identify time-consuming 
> parts of your (or COBRA's) code.
> -Tony
>
>
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