[Ipopt] Memory / Storage requirements when solving with "exact" vs "limited-memory" hessian approximations

Mehmet Ersin YUMER meyumer at gmail.com
Thu Jan 24 14:44:36 EST 2013


I am looking for a way to roughly estimate the required memory size when
using an in-core linear solver (ma27, ma57, etc.) with ipopt, and required
disk storage size when using an out-of core linear solver (ma77).

number of variables = n
number of equality constraints = m
number of inequality constraints = k
number of nonzero in constraint jacobian = j
number of nonzero in lagrangian hessian = h

Is it correct that when using the "exact" hessian, the dominant memory
requirement arises from the search direction matrix, and it is a dense
(n+m)*(n+m) matrix? Or is it more involved than this?

How many of these matrices are stored during the execution?

Is there any difference in size when using an out-of-core linear solver
other than the fact that the matrix is now stored on disk?

What about the "limited-memory case"?

Thanks in advance for your help.

PS: For my problem the values are roughly as follows:
n = 1M
m = 50K
k = 0
j = 1M
h = 500K

Mehmet Ersin Yumer
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