[Ipopt] Is IPOPT ok for small quadratic problem ?

Antonello Lobianco antonello at lobianco.org
Thu Jan 16 11:15:16 EST 2014

I develop in C++ a scientific model where I already use IPOPT (together
with ADOL-C and ColPack) to solve a large nonlinear problem.

Now I need, in an other part of the model, to solve many (~10,000 per
simulation year) small quadratic problems of this form:

  sum_i sum_j  a_{i,j} x_i x_j
  sum_i x_i = 1
  x_i >= 0
  sum_i x_i b_i = c

with i=j ~ 10 and a_{i,j} >=0 for i = j

Do you suggest me to use IPOPT also for these problems or would it be
better to use a solver that is specialized in small quadratic programming
(little initialisation costs) ?


Antonello Lobianco
AgroParisTech, Laboratoire d'Economie Forestière
14 Rue Girardet - 54000 Nancy, France
Tel: +33.383396865
Email: antonello.lobianco at nancy.inra.fr
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