[Ipopt] using diffrent solvers.

Stefan Vigerske stefan at math.hu-berlin.de
Mon May 4 11:14:49 EDT 2015


On 05/01/2015 12:46 AM, Redouane wrote:
> Hi,
> I'm using ipopt with the default mumps solver. I know that it's possible to
> use different solvers, I want to make some tests prior to buy anything. But
> it seems that I will also need the intel fortran compiler? I'm right or not?
> I'm using visual studio 2010.

Yes, you will need a Fortran compiler for Mumps, or the HSL solvers.

> We have one problem to resolve. ipopt sometimes return -2, but we see that
> the result is good. Other times ipopt finish when max_iter is reached. But
> when we check the actual values they are good. Can these kind of problems
> be related to a solver? or does someone has another suggestion.

Yes, they can be related to the linear solver, but also to numerical 
difficulties, nonconvexity in the problem, failing to satisfy certain 
constraint qualifications, ...

You could implement your own stopping criterium in the 
intermediate_callback() routine, if you think that Ipopt's own stopping 
rules are not what you want.


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