[Ipopt] about presolve in ipopt solver

Stefan Vigerske stefan at math.hu-berlin.de
Fri Jun 24 10:33:50 EDT 2016


I don't know of any example doing this for Ipopt.

Ipopt takes out fixed variables automatically, but that is it.
I think it would be possible to do some more presolve on the linear part 
of the model, i.e., parts of what LP solvers do, but NLP solvers often 
do not implement such things. CONOPT would be one exception that I know 
which does some presolve.


On 12/31/2015 06:17 AM, Zhiyuan Dong wrote:
> Is it possible to do some presolve from ipopt c++ api directly to achieve
> problem size reduction ( columns and rows ) before the IPOPT solver
> actually solves it.
> I ask this question b/c I know that AMPL has a presolve option. But,
> suppose we are not allowed to call AMPL to do presolve, my question is :
> is there an exiting online IPOPT C++ example illustrating how to do this?
> Some general comments along this direction are more than welcome!
> Thanks!
> Zhiyuan
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