# Questions tagged [ipopt]

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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=...
181 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 ...
• 133
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### Knitroms_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 ...
• 4,020
634 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, ...
• 21
267 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, ...
166 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 ...
154 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: ...
388 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 ...
1 vote
566 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 ...
108 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. $a, b, c$ ...
657 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 ...
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