[Ipopt] More robust implementation of max_cpu_time option

Stefan Vigerske stefan at math.hu-berlin.de
Mon Apr 28 18:06:24 EDT 2014


there is no such option.
Ipopt has only very limit control over the solution of linear system, as 
they are done by third-party software. These software packages don't 
offer the possibility to pass on a timelimit.


On 04/23/2014 05:54 PM, Roel De Coninck wrote:
> Dear ipopt users,
> Is it possible to have a more strict implementation of the max_cpu_time
> option?  The current implementation only checks the max_cpu_time during the
> convergence step (
> http://www.coin-or.org/Ipopt/documentation/node41.html#SECTION000112030000000000000
> ).
> I have cases where I set the max_cpu_time, but it takes up to 10 times
> longer before ipopt exits with the max_cpu_time exceeded status (eg 400s
> instead of 25).  In these cases, it is always due to refactorizations
> taking place.  These refactorizations are very slow, and it can take a long
> time before the next convergence check.  Changing the refactorization
> settings is not working, and would be a louzy workaround anyway.
> In short: is it possible for ipopt to exit (shortly) after the
> max_cpu_time, whatever ipopt is doing at that moment?
> Thanks,
> Roel
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