Questions tagged [ipopt]

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0 answers
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Cycling in Ipopt

I am running a QCQP model in the following setup AMPL; MUMPS 5.6.2; And Ipopt 3.14.14, with the following parameters (cf. https://coin-or.github.io/Ipopt/OPTIONS.html): check_derivatives_for_naninf=...
Matheus Diógenes Andrade's user avatar
2 votes
1 answer
152 views

How to model a penalty for exceeding a threshold in a nonlinear optimization problem using IPOPT?

I'm working on a nonlinear optimization problem where I have a decision variable representing my product's price (P_m) and a constant representing my competitor's price (P_c). I want to introduce a ...
MarcM's user avatar
  • 133
0 votes
1 answer
61 views

Knitro`ms_maxsolves` equivalent in Ipopt

Ipopt/Knitro are local optimization solvers, so for nonconvex problems convergence doesn't guarantee optimality. However, Knitro has a multi-start method where one can start with more random initial ...
independentvariable's user avatar
2 votes
2 answers
488 views

I want to solve an optimization problem with nonlinear piecewise objective function (I tried Pyomo with "ipopt" solver but I had an error)

I want to solve an optimization problem where the objective function is the summation of nonlinear, piecewise functions in the decision variables q_i's such that when a decision variable q_i < 1, ...
3bod's user avatar
  • 21
2 votes
1 answer
233 views

Should I replace sin(theta) by piecewise linear and solve the linear problem using gurobipy or use ipopt to solve the nonlinear probelm?

I have a large nonlinear and nonconvex problem. It also has sin (theta) and cos(theta). While gurobipy accepts sin or cos using the general constraint. gurobipy uses piecewise linear approximation, ...
Hussein Sharadga's user avatar
-1 votes
1 answer
142 views

Ipopt finds a better solution if I do not eliminate the zeros in the hessian matrix ?(we eliminate the zeros by defining the structure)

I use Ipopt to solve a problem with sparse hessian and jacobian matrices. If I provide the hessian matrix: its structure, and the non zeros elements in the hessian matrix, it will be really fast. If I ...
Hussein Sharadga's user avatar
0 votes
1 answer
127 views

The max_wall_time and max_cpu_time in ipopt are not working?

The max_wall_time and max_cpu_time are not working in ipopt (cyipopt). See example: ...
Hussein Sharadga's user avatar
0 votes
0 answers
298 views

Can we use the Jax library with ipopt to calculate the hessian matrix and Jacobian and still be able to define the structures?

When solve with ipopt, we can use Jax to calculate the hessian matrix and jacobian instead of providing it ourselves. However, ipopt with Jax is very slow for large problems. If we calculate the ...
Hussein Sharadga's user avatar
1 vote
1 answer
445 views

Should I provide the hessian matrix, hessian structure, and Jacobian structure if I use cyipopt (IPOPT) if I am concerned about computation time?

If I use IPOPT (cyipopt) to solve nonlinear problems of large scale. It is optional to provide or not provide the hessian matrix, hessian structure, and Jacobian structure. The question is which one ...
Hussein Sharadga's user avatar
4 votes
0 answers
100 views

How to linearize or convexify a constraint with a square root of sum of two variables?

Here is the constraint: $$\text{Pa} + \text{Pb}=a + b \sqrt{\text{Ir}^2 +\text{Ii}^2} + c (\text{Ir}^2 +\text{Ii}^2)$$ Here $\text{Pa}, \text{Pb}, \text{Ir},$ and $\text{Ii}$ are variables. $a, b, c$ ...
Ghulam Mohy-ud-din's user avatar
5 votes
2 answers
543 views

Analyzing the output of IPOPT

I am solving a feasibility (No objective) problem in IPOPT. I got the following output: I see that the violation of the constraints are of order 1e-15. What is the meaning of dual infeasibility 1e-07 ...
Rudinberry's user avatar
4 votes
3 answers
3k views

How to install Ipopt on Google Colab for Pyomo?

I need to use Pyomo with Ipopt solver on Google-Colab. In order to install it I did as follows: Now I need to use it , I get the following error ? ApplicationError: No executable found for solver '...
Optimization team's user avatar