2013/01/30 by Jonathan Hogg, Hogg, J. D., J. A. Scott +1
Computer Science · Mathematics · #Advanced Optimization Algorithms Research #FOS: Computer and information sciences #FOS: Mathematics #Mathematical Software (cs.MS) #Matrix Theory and Algorithms #Numerical Analysis (math.NA) #Numerical Methods and Algorithms #Optimization and Control (math.OC)
paper · pdf · doi:10.48550/arxiv.1301.7283
openalex publication_date 2013/01/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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 indefinite 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 beneficial to scale the linear system before it is solved. In this paper, different scaling algorithms are employed within Ipopt with a new linear solver HSLMA97 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.