[Ipopt] how to select non linear solver

[Daniel Feenberg]

On Mon, 18 Dec 2017, Wijekoon, Manusha  wrote:

> 
> Hi
> 
>  
> 
> I am trying to tackle a non-linear optimization problem and current solver
> selected is MUMPS linear solver. I assume this solver cannot solve
> non-linear problems?

All(?) non-linear optimization packages alternate between a non-linear 
step that chooses a direction of improvement, and a linear step that 
selects a distance along that direction. IPOPT offers a choice of solvers 
for the linear step, but that doesn't mean it can't solve a non-linear 
problem. Pick one and go ahead.

daniel feenberg
NBER