Ipopt Options

YAPSS uses Ipopt [1] (Interior Point Optimizer) to solve the NLP problem formulated by YAPSS to represent the optimal control problem. Ipopt is an open-source software package for large-scale nonlinear optimization. As noted in the Ipopt documentation,

Ipopt has many (maybe too many) options that can be adjusted for the algorithm.

Options are all identified by a string name, and their values can be of one of three types: Number (real), Integer, or String. Number options are used for things like tolerances, integer options are used for things like maximum number of iterations, and string options are used for setting algorithm details, like the NLP scaling method. Options can be set through the code that interfaces Ipopt (have a look at the examples to see how this is done) or by creating a ipopt.opt file in the directory you are executing Ipopt.

Users can set Ipopt options by setting attributes of the ipopt_options attribute of instances of the Problem class. So for example, to set the print level of the Ipopt output, the user would set the ipopt_options attribute as follows:

>>> problem.ipopt_options.print_level = 5

An attribute is used instead of a dictionary to allow for tab completion in an interactive environment such as the PyCharm IDE. For example, in the PyCharm IDE, typing problem.ipopt_options.tol will show a list of available options including “tol” as part of the option name. (There are more than 30 such options!)

A complete description of the Ipopt options is available in the Ipopt options documentation. For most problems, the default Ipopt options will be sufficient. The most common options that users may want to change are:

max_iter

Maximum number of iterations. (max_iter \(\ge\) 0, default: 3000).

tol

Desired convergence tolerance (relative). (tol > 0, default: 1e-8). Determines the maximum (scaled) NLP error required for convergence.

linear_solver

Linear solver used for step computations. Determines which linear algebra package is to be used for the solution of the augmented linear system (for obtaining the search directions). The Ipopt default is “ma27”, but for most installations, the MA27 is not available, and Ipopt falls back to the “mumps” solver. The available options are:

  • “ma27”: use the Harwell routine MA27

  • “ma57”: use the Harwell routine MA57

  • “ma77”: use the Harwell routine HSL_MA77

  • “ma86”: use the Harwell routine HSL_MA86

  • “ma97”: use the Harwell routine HSL_MA97

  • “pardiso”: use the Pardiso package from pardiso-project.org

  • “pardisomkl”: use the Pardiso package from Intel MKL

  • “spral”: use the Spral package

  • “wsmp”: use the Wsmp package

  • “mumps”: use the Mumps package

  • “custom”: use custom linear solver (expert use)

MA27 is part of the Harwell Subroutine Library (HSL), and requires a separate license.

hsllib

Name of library (possibly including path information) containing HSL routines for load at runtime.

In some installations, Ipopt is built without the HSL linear solvers (ma27, ma57, ma77, ma86, ma97), which are compiled separately into a dynamic library that can be loaded at runtime. This option allows Ipopt to access those libraries. The default value for this string option is “libhsl.so” (“libhsl.dylib” on macOS, “libhsl.dll” on Windows)

pardisolib

Name of library (possibly including path information) containing Pardiso routines (from pardiso-project.org) for load at runtime.

print_user_options

Print all options set by the user. (“yes” or “no”, default: “no”) It can be helpful to print the options set by the user to verify that the options are as intended.

sb

Suppress banner. (“yes” or “no”, default: “yes”) (Not documented in the Ipopt documentation.) Suppresses the Ipopt banner at the beginning of the output.

print_level

Output verbosity level. (print_level\(\ge\) 0, default: 5)

Note

Changing some Ipopt options may not have the expected affect. In particular, YAPSS sets the hessian_approximation, nlp_scaling_method, and obj_scaling_factor options based on the problem definition, and setting these options manually will have no effect.

IpoptOptions Class Reference

class IpoptOptions[source]

Container for Ipopt options.

For a Problem instance problem, the user can set an Ipopt option as follows:

>>> problem.ipopt_options.max_iter = 500

An option can be deleted by setting it to None, in which case Ipopt will use the default value for that option:

>>> problem.ipopt_options.max_iter = None

There are a large number of Ipopt options (over 300!). See the YAPSS documentation for commonly used options. A complete list of options is available in the Ipopt options reference. Some options may conflict with options set by YAPSS, so some care is required when setting ipopt_options.

get_options() → dict[str, str | int | float][source]

Return a dictionary of all defined option values.

reset() → None[source]

Reset all options to their default values.