[Ipopt] variable number of constrains during optimization

[Stefan Vigerske]

Hi,

no, Ipopt assumes that the problem remains the same throughout the 
optimization process.
You would need to interrupt Ipopt, setup a new problem with the reduced 
number of constraints, and restart Ipopt. When restarting, try to make 
use of the warm-starting facilities, see also 
https://coin-or.github.io/Ipopt/SPECIALS.html#AMPL_WARMSTART.

Stefan

On 9/16/19 1:00 PM, Ana Maria Barragan Montero wrote:
> Dear all,
> 
> 
> I am using Ipopt (via Matlab interface) for a worst-case robust optimization over a uncertainty set S (containing S number of 'scenarios'), i.e. the problem will contain S constraints. For the purpose of speeding up computation time, I would like to reduce the number of constraints during the optimization. Is there a way to do this?
> 
> 
> Any suggestions would be greatly appreciated.
> 
> 
> Thank you and best regards,
> 
> 
> Gregory
> 
> 
> 
> 
> ________________________________
> Ana María Barragán Montero,
> Postdoctoral fellow
> Université catholique de Louvain
> Molecular Imaging, Radiotherapy and Oncology (MIRO)
> Avenue Hippocrate 54
> B-1200 Bruxelles, Belgium
> ana.barragan at uclouvain.be
> +32(0) 27649527
> 
> 
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