ePubs

The open archive for STFC research publications

⚠ PURL issue currently affecting ePubs. Persistent Uniform Resource Locator (PURL) links in ePubs are not currently working. This is due to a cyber incident that has affected the third-party provider of the PURL system. We are hopeful that this issue will be resolved shortly.

Full Record Details

Persistent URL http://purl.org/net/epubs/work/64323
Record Status Checked
Record Id 64323
Title On the effects of scaling on the performance of Ipopt
Contributors
Abstract The open-source nonlinear solver Ipopt (https://projects.coin-or.org/Ipopt) is a widely-used software package for the solution of large-scale non-linear optimization problems. At its heart, it employs a third-party linear solver to solve a series of sparse symmetric inde nite systems. The speed, accuracy and robustness of the chosen linear solver is critical to the overall performance of Ipopt. In some instances,it can be bene cial to scale the linear system before it is solved. In this paper, different scaling algorithms are employed within Ipopt with a new linear solver HSL MA97 from the HSL mathematical software library (http://www.hsl.rl.ac.uk/). An extensive collection of problems from the CUTEr test set (http://www.cuter.rl.ac.uk/) is used to illustrate the effects of scaling.
Organisation STFC , SCI-COMP
Keywords
Funding Information
Related Research Object(s):
Licence Information:
Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Preprints RAL-P-2012-009. 2012. RAL-P-2012-009.pdf 2012