[Ipopt] Huge number of variables problem

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Dear all,

I'm using IPOPT 3.12.12 with the provided C++ interface under Ubuntu 18.04.
I formulated a relatively simple NLP and it works.

I am totally new to C++, so I form my constraint and jacobian all with for
loop. May I ask is it the best way to formulate constraints and jacobian
using for loop? I tired to increase the number of NLP variables to around
300000, and I have around 200000 constraints (very sparse). I found that it
is very slow when computing.

Should I be careful when forming such a big problem with provided C++
interface? Or should I use some other libraries such as EIGEN to better
form the jacobian?

Thank you very much.
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