[Ipopt] evaluating only a subset of constraints

[Florian Oswald]

Hi Tony,

thanks that's very informative. I didn't know that this is how the two
types of solvers differ. I am aware about the licensing issues, and that's
one of the reasons I pushed for ipopt, but what you are saying wrt
evaluation time is quite important for our problem.

Best,
Florian

On 2 June 2015 at 16:27, Tony Kelman <kelman at berkeley.edu> wrote:

> If during the optimisation in a given iteration only a subset of
>> constraints needs to be evaluated
>>
>
> I don't think this ever happens in an interior-point algorithm.
>
> If your function evaluations are very expensive, that is probably a good
> enough reason to prefer an SQP solver like NAG or SNOPT over an interior
> point solver like Ipopt, since generally you'll have fewer outer iterations
> with SQP but fewer total iterations with interior-point. When the function
> evaluations are cheap you care more about the linear algebra cost of the
> total number of iterations, but when they are expensive you care more about
> the number of function evaluations.
>
> There are other considerations like the fact that Ipopt is open-source but
> NAG and SNOPT are not, though none of the sparse linear algebra libraries
> for use with Ipopt are redistributable other from Mumps.
>
> -Tony
>
>
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