[Ipopt] Using IPOPT as a Linear (Sub-)Solver for LP and QP Problems.

[Stefan Vigerske]

Hi,

I heard that enabling the mehrotra_algorithm can be useful when solving 
LPs or QPs:
http://www.coin-or.org/Ipopt/documentation/node45.html

However, using a solver like Clp, which has been made especially for 
LP/QP, could also give good performance.

Stefan

On 08/31/2013 02:10 PM, Jeffrey Dean Kelly wrote:
> Hi All;
>
> I am wondering what would be the best settings for the IPOPT options if
> IPOPT is being used to solve a pure LP or QP problem beyond the obvious
> ones of jac_c/d_constant = yes and hessian_constant = yes, etc.?
>
> I am embedding IPOPT has a sub-solver in a SLP framework whereby at each
> major iteration the Jacobian, etc. are re-estimated and IPOPT is called as
> a pure LP or QP.  However, it takes alot of minor iterations for IPOPT to
> converge the successive LP and QP sub-problems and hence the question.
>
> Looking forward to a response - Jeff
>
>
>
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