[Ipopt] linear solvers in IPOPT

Filip Jorissen filip.jorissen at kuleuven.be
Thu Dec 14 01:48:29 EST 2017


I have encountered this, yes. But I'm not sure what causes it. However, I could fix some convergence problems by normalising my constraints, objective and optimisation variables.

Filip

From: Ipopt <ipopt-bounces at coin-or.org<mailto:ipopt-bounces at coin-or.org>> on behalf of "Nedialkov, Ned" <nedialk at mcmaster.ca<mailto:nedialk at mcmaster.ca>>
Date: Thursday, 14 December 2017 at 03:42
To: "Ipopt at list.coin-or.org<mailto:Ipopt at list.coin-or.org>" <Ipopt at list.coin-or.org<mailto:Ipopt at list.coin-or.org>>
Subject: [Ipopt] linear solvers in IPOPT


Hi All,

I am wondering if any of you has encountered a situation when IPOPT does not converge with
a particular linear solver (e.g. ma27) but does with another linear solver?
If so, is there any rule of thumb what solver to chose or which one is likely to work best?


Best regards,
Ned Nedialkov

Professor
Department of Computing and Software
McMaster University
Hamilton, Ontario, L8S 4K1
CANADA
Phone 1-905-525-9140, ext. 24161
URL: http://www.cas.mcmaster.ca/~nedialk/<https://urldefense.proofpoint.com/v2/url?u=http-3A__www.cas.mcmaster.ca_-7Enedialk_&d=DwMFAg&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=JMOL7a1AIeo7iHtDqG-xuMTq3Gl1f1b5TKp74zFmuSI&m=urixrM9373WaNtlBN7Ejl8Z8G95rj8AP0M65C-6bs6s&s=LW_NDIf-JP1jPw3Huj3PU7iID35teHYlUcCk9n1ek6g&e=>


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