[Ipopt] Any method to speed up the NLP solution via IPOPT

Damien damien at khubla.com
Mon Jan 9 22:11:09 EST 2017


If you're using MKL Pardiso, one of the things we found that really 
helps speed on our optimal control problems is setting 
"pardiso_redo_symbolic_fact_only_if_inertia_wrong" to "yes".  On large 
problems the symbolic factorisation can take a long time.


On 1/9/2017 8:06 PM, zhadamfan wrote:
> To whom it may concern,
> I am trying to solve the nonlinear model predictive control problem. 
> In each loop, a large-scale NLP is required to be sovled.
> To obtain a satisfying dynamic performance, a large predictive horizon 
> is chosen. As a result, it takes a considerably long time to get the 
> result.
> Is there any method to speed up the compuation? For example, parallel 
> computing or some other technique?
> I used the OPTI toolbox in Matlab 2016a on Windows 7, 64bit. I checked 
> the instruction on OPTI wiki. It is said that PARDISO is helpful. 
> However, the effectiveness is limited.
> Thank you for any helpful suggestions sincerely. Looking forward to 
> your reply.
> Best regards
> Fan
> _______________________________________________
> Ipopt mailing list
> Ipopt at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/ipopt

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