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

[Jeffrey Dean Kelly]

Thanks Stefan;

Actually when I tried the mehrotra_algorithm = yes it got worse.

However, when I set some of the other settings that were also "good for LP
and QP" in the documentation it got a little better but still requires lots
of iterations compared to other IPM QP's found in other solvers I use i.e.,
CPLEX, GUROBI and XPRESS.

Jeff


On Sun, Sep 1, 2013 at 9:56 AM, Stefan Vigerske <stefan at math.hu-berlin.de>wrote:

> 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<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
>>
>>
>>
>> ______________________________**_________________
>> Ipopt mailing list
>> Ipopt at list.coin-or.org
>> http://list.coin-or.org/**mailman/listinfo/ipopt<http://list.coin-or.org/mailman/listinfo/ipopt>
>>
>>
>


-- 
**********************************************************
Better Data + Better Decisions = Better Business
Jeffrey D. Kelly
Industrial Algorithms LLC.
Email: jdkelly at industrialgorithms. <alkis at industrialgorithms.com>ca
http://www.industrialgorithms.com/
Skype: jeffreydeankelly
**********************************************************
This email and any files transmitted with it are confidential, proprietary
and intended solely for the individual or entity to whom they are addressed.
If you have received this email in error please delete it immediately.
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/ipopt/attachments/20130902/6c5785a9/attachment.html>