[Ipopt] How to make Ipopt faster when all variables have 1e-4 precision?

Илья Палачев palachev.ilya at yandex.ru
Fri Apr 3 15:52:47 EDT 2015


Hi,
 
I'm optimizing some quadratic programming problem using Ipopt. It works fast :)
It's known that all data is obtained from physical measurements that have precision 1e-4.
Is it possible to set some parameter in Ipopt to make it working faster according to this information?
 
Maybe I should multiply all values by 10000 and say that they are integers? Will this help to make it faster?
 
--
Best regards,
Ilya Palachev


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