[Ipopt] how to select non linear solver

[João Leal]

Hello Antonello Lobianco,


To troubleshoot possible errors in the derivatives see:

https://www.coin-or.org/Ipopt/documentation/node30.html


Best regards,

João Leal

2017-12-19 10:48 GMT+00:00 Antonello Lobianco <a.lobianco at univpm.it>:

> I think you have a bit of confusion.
> You posted on the "ipopt" mailing list.
> "ipopt" is a solver engine for non linear problems. It is free and has, by
> itself, no limits (and, by the way, let you choose between different
> "linear solvers" for the linear part of solving a nonlinear problem.. let's
> call them "subsolvers". The default MUMPS is fine.)
>
> Now, how do yo use IPOPT ?
> You can use it trough the C++ interface. But "coding" a model in C++,
> taking care of multiple dimensions of your problem, passing IPOPT the first
> and second derivatives (or using automatic differentiation libraries -
> ADOL-C and ColPack in my case) is long and complex.
>
> So you use IPOPT within an Algebric Modelling Language, that allows you to
> code your model in a simple equation-like style.
> Two of the oldests AML - GAMS and AMPL- are commercial. Even to use IPOPT
> - by itself free- they ask you money.
> Nowaday you have better alternatives, like Pyomo for Python or JuMP for
> Julia.
> If you don't have "path dependency", e.g. having to work with someone that
> uses only GAMS or AMPL, go for them and you can use IPOPT totally for free
> (and use nice, easy to integrate languages).
>
> Antonello
>
>
>
>
> On 19 December 2017 at 10:01, Wijekoon, Manusha <manusha.wijekoon at citi.com
> > wrote:
>
>> Thanks Raoul,
>>
>> I will try different solvers. However most of the solvers need licence
>> for commercial use. This is OK as long as we can do an evaluation, but
>> could not find any info on evaluation licences. I will keep on searching.
>>
>> Thanks
>> Manusha
>>
>>
>>
>> -----Original Message-----
>> From: Herzog Raoul [mailto:Raoul.Herzog at heig-vd.ch]
>> Sent: 18 December 2017 22:17
>> To: Daniel Feenberg <feenberg at nber.org>; Wijekoon, Manusha [ICG-IT] <
>> mw99659 at imceu.eu.ssmb.com>
>> Cc: ipopt at list.coin-or.org
>> Subject: RE: [Ipopt] how to select non linear solver
>>
>> Hi,
>>
>> The linear solvers (MUMPS, MA57, etc) are only involved in the search of
>> the "Newton" direction, not in the subsequent line search.
>> The choice of the linear solver mostly affects computation time, e.g. if
>> the Hessian matrix is sparse, in some (rare) cases the choice of the linear
>> solver may also affect convergence.
>>
>> --raoul
>>
>> -----Message d'origine-----
>> De : Ipopt [mailto:ipopt-bounces at coin-or.org] De la part de Daniel
>> Feenberg Envoyé : Montag, 18. Dezember 2017 17:05 À : Wijekoon, Manusha <
>> manusha.wijekoon at citi.com> Cc : ipopt at list.coin-or.org Objet : Re:
>> [Ipopt] how to select non linear solver
>>
>>
>>
>> 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
>>
>> _______________________________________________
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>> Ipopt at list.coin-or.org
>> https://list.coin-or.org/mailman/listinfo/ipopt
>>
>>
>>
>>
>>
>
>
> --
> Antonello Lobianco
> AgroParisTech, Laboratoire d'Economie Forestière
> 14 Rue Girardet - 54000 Nancy, France
> Tel: +33.383396865 <+33%203%2083%2039%2068%2065>
> Email, university: antonello.lobianco at inra.fr
> <antonello.lobianco at nancy.inra.fr>
> Email, personal: antonello at lobianco.org
> http://antonello.lobianco.org
>
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