On the effects of scaling on the performance of Ipopt

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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
Contributors	JD Hogg (STFC Rutherford Appleton Lab.), JA Scott (STFC Rutherford Appleton Lab.)
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)

Type	Details	URI(s)	Local file(s)	Year
Report	RAL Preprints RAL-P-2012-009. 2012.		RAL-P-2012-009.pdf	2012