[Ipopt] IPOPT with AMPL VS IPOPT with native C++

[Joel Andersson]

Dear Nicolas,

The main benefit with using AMPL or other modeling languages is the exact
and (typically) very efficient calculation of first and second order
derivative information. Anyway, even if you have some other efficient way
of calculating derivatives, changes are that it won't matter much for the
speed. The reason for this is that for large-scale problems, most time is
typically spent in the linear solver and not in the derivative
calculations. This depends on how sparse the problem is, though.

Greetings!
Joel

P.S.: You might also want to have look at CasADi (www.casadi.org). Like
AMPL, it is also able to calculate derivatives very efficiently.



2013/7/12 Nicolas Derhy <nicolas.derhy at gmail.com>

> Hi everybody,
>
> I did not find information in the documentation regarding the IPOPT
> performance.
> I have a lot of small instances to solve and I would prefer to use AMPL
> because I won't have to write new C++ code.
>
> However I do not have any idea of the perfomance gap between these two
> approaches. I do not know if AMPL calculates jacobian, hessian,... with
> efficiency and how AMPL and IPOPT communicates (via file, memory ?).
>
> Do you have any advice from you IPOPT experience ?
>
> Best regards,
>
> Nicolas
>
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>


-- 
Joel Andersson, PhD Student
Electrical Engineering Department (ESAT-SCD), Room 05.11,
K.U.Leuven, Kasteelpark Arenberg 10 - bus 2446, 3001 Heverlee, Belgium
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