[Ipopt] "Slow convergence on quadratic problem"

jmogali at andrew.cmu.edu jmogali at andrew.cmu.edu
Wed Oct 14 02:09:00 EDT 2015

Hi all,
        For my problem (~10000 constraints, ~12000 variables), IPOPT fails
to converge on Convex Quadratic  problem (positive semi definite
though) within 3000 iterations. I am aware of some earlier posts
on this issue which stated enabling Mehrotra's algorithm. Enabling
that still did not give me satisfactory timings. I was wondering
if there were any recent additions to the solver, methods such as
block coordinate descent or BSUM or any other fancy method which
although may not fall into an interior point framework. Anyways, I
would still like to hear any suggestions that has helped people in
particular with convex quadratic problems using IPOPT or any other
solver which is very effective on these sort of problems.


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