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7 votes
Accepted

How to install Ipopt on Google Colab for Pyomo?

The following package installation should be done before staring the Pyomo model ...
Optimization team's user avatar
5 votes

How to install Ipopt on Google Colab for Pyomo?

If your notebook could be executed both on Colab or on a different environment (such as a local Jupyter notebook), you could add a couple of checks, before downloading and reinstalling ...
Stefano Gualandi's user avatar
4 votes
Accepted

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

What you want can be expressed mathematically as $$\text{Penalty} = \lambda * \text{max(}(P_m - P_c)/P_c,0)$$ In this problem, max is being used in a convex manner, so can be handled without ...
Mark L. Stone's user avatar
4 votes
Accepted

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

No. Whether you use the sparse derivatives or the full ones, IPOPT will perform nearly the same calculations. The only differences are: speed (the sparse one is much faster for sparse problems), and ...
Nikos Kazazakis's user avatar
4 votes

Analyzing the output of IPOPT

It took some digging but I found the answers in an old email thread. The paper linked there is archived here. $$E_{\mu}(x,\lambda,z) = \max \Big\{ \frac{\| \nabla f(x) + \nabla c(x)\lambda + z \|_\...
worldsmithhelper's user avatar
3 votes

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

Gurobi can currently solve mixed-integer (non)convex problems with (bi)linear terms, i.e., the only nonlinearities allowed are squares and products of 2 variables. If your model is nonconvex, you have ...
A.Omidi's user avatar
  • 9,248
2 votes

Analyzing the output of IPOPT

For a feasibility problem, you can think of the primal objective function as $f(x) =0$. These results indicate that your problem was solved—that is, IPOPT found a feasible point.
Max's user avatar
  • 584
2 votes
Accepted

The max_wall_time and max_cpu_time in ipopt are not working?

The solution is shown below. I just figured that out, so I thought it would be better to leave the question that might be helpful for others. It accepts float rather than integer! nlp.add_option('...
Hussein Sharadga's user avatar
1 vote
Accepted

Knitro`ms_maxsolves` equivalent in Ipopt

As @mark-l-stone says, Ipopt does not have a multi-start option. Just solve your model with different starting points manually.
Oscar Dowson's user avatar
1 vote

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

IPOPT only supports continuous variables, not binary or integer. Look for an MINLP solver which suits your needs and budget.
Mark L. Stone's user avatar
1 vote
Accepted

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

To solve nonlinear optimization problems with IPOPT, it is most probably better to provide the exact hessian matrix and its structure as well as Jacobian structure, especially for large problems. That ...
Hussein Sharadga's user avatar

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