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Persistent URL http://purl.org/net/epubs/work/64323
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Record Id 64323
Title On the effects of scaling on the performance of Ipopt
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
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Language English (EN)
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Report RAL Preprints RAL-P-2012-009. 2012. RAL-P-2012-009.pdf 2012