[Ipopt] Question about CPU time in NLP function evaluations

Ahn, Tae-Hyuk ahnt at ornl.gov
Thu Mar 21 15:23:36 EDT 2013

Hello All,

I am a new user and fan of IPOPT. I have a question about CPU time for NLP function evaluations. 

My problem has dynamic variables with complex objective function. Below is the variable info of one example.

Number of nonzeros in equality constraint Jacobian...:     1291
Number of nonzeros in inequality constraint Jacobian.:        0
Number of nonzeros in Lagrangian Hessian.............:   833986

Total number of variables............................:     1291
                     variables with only lower bounds:        0
                variables with lower and upper bounds:     1291
                     variables with only upper bounds:        0
Total number of equality constraints.................:        1
Total number of inequality constraints...............:        0
        inequality constraints with only lower bounds:        0
   inequality constraints with lower and upper bounds:        0
        inequality constraints with only upper bounds:        0

After IPOPT solves the problem, I satisfy the results. The problem is, however, elapsed time.

Number of Iterations....: 22
Total CPU secs in IPOPT (w/o function evaluations)   =     60.527
Total CPU secs in NLP function evaluations           =  12798.083

As you see that, it took 3-4 hours to solve this problem. Especially, "NLP function evaluations" tool all of time.

Let's assume that f, grad_f, g, jac_g, and h are already optimized (that means I don't want to change them). How can I reduce the elapsed time? Can I "turn off" the step "NLP function evaluation"?

If you have any suggestion, please let me know.

Thank you very much!



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