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

[João Leal]

Hello,

Make sure that you use warm start and that you tune the warm-start options.
After the first NLP is solved the following solutions should be close to
the previous ones:
https://www.coin-or.org/Ipopt/documentation/node49.html

Best regards,
João Rui Leal

2017-01-10 5:12 GMT+00:00 Jonathan Currie <jonathan.currie at aut.ac.nz>:

> Hi,
>
>
>
> OPTI Toolbox supplies the MKL PARDISO version, thus I’ve added the option
> to the ipoptset() interface so it can be used. This is in the OPTI Toolbox
> development branch on Github, or simply replace your ipoptset.m with the
> file below:
>
> https://github.com/jonathancurrie/OPTI/blob/Development/Utilities/opti/
> ipoptset.m
>
>
>
> Use via:
>
> ipoptOpts = ipoptset('pardiso_redo_symbolic_fact_only_if_inertia_
> wrong','yes');
>
> opts = optiset(‘solverOpts’,ipoptOpts);
>
> %etc…
>
>
>
> Cheers,
>
> Jonathan
>
>
>
> *From:* Ipopt [mailto:ipopt-bounces at coin-or.org] *On Behalf Of *Damien
> *Sent:* Tuesday, 10 January 2017 4:11 p.m.
> *To:* ipopt at list.coin-or.org
> *Subject:* Re: [Ipopt] Any method to speed up the NLP solution via IPOPT
>
>
>
> Fan,
>
> 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.
>
> Damien
>
> 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
>
>
>
>
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