[Ipopt] Ipopt best usage - suggestions

Rueff Guillaume guillaume.rueff at epfl.ch
Thu Apr 20 10:04:40 EDT 2017

Hello everyone,

I am new with Ipopt and would like to have some of your advices.

I'd like to know if it is possible, and what would be the best option(s) to solve a maximization problem under constraints, where most variables are time dependent?
The main inputs are real measures of the electricity consumption of a house (every 15min --> discontinuous and random function) and the electricity production with photovoltaic solar panels on its roof. There is a battery storage system that can be charged or used at a different rate for every time step, and accounting for economical variables, I'd like to find the best battery size to maximise the economic gain of its user (over a certain period of time).

Is it only possible with Ipopt ?
If yes, are there any possibility to solve this with fully open source softwares (not like Matlab)?

Thank you for your responses,

Guillaume Rueff
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