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

[Robin Philip]

Thank you for the advice. It was immensely helpful!!

Regards
Robin Philip

From: Tony Kelman <kelman at berkeley.edu<mailto:kelman at berkeley.edu>>
Date: Fri, 6 Dec 2013 05:31:25 -0800
To: robin philip <robin.philip at agios.com<mailto:robin.philip at agios.com>>, <ipopt at list.coin-or.org<mailto:ipopt at list.coin-or.org>>
Subject: Re: [Ipopt] Running Time comparison of IPOPT Between MATLAB and C++

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

This message contains information which may be confidential and privileged. Unless you are the addressee (or authorized to receive for the addressee), you may not use, copy or disclose to anyone the message or any information contained in the message. If you have received the message in error, please notify the sender immediately by replying to this message or calling (617)649-8600, and
delete the original message and any attachments from your electronic files. Thank you for your cooperation.
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/ipopt/attachments/20131209/19c9788e/attachment.html>