[Ipopt] Huge number of variables problem

[Stefan Vigerske]

Hi,

loops are ok, as long as you use them efficiently.
You can run Ipopt with option print_timing_statistics set to yes to get 
more information about where time is spend.

Stefan

On 4/28/19 8:15 PM, To To wrote:
> 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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