Hello, we have a rather complex non linear model (~5000 var, 1300 constraints) that solves in ~100 iterations in both GAMS (Conopt or IPOPT) and C++ (IPOPT/ADOL-C/Colpack stack)
We are now converting it in JuMP, but, on the same Linux pc (hence, on the same IPOPT version than C++), it doesn’t solve, even if I scale it down (e.g. I simulate fewer regions).
Aside the possibility of some residual typos (still my bet), could there be any reason why a problem may not solve in JuMP and does it on GAMS/C++ ?
Have you checked the solver logs that the generated problem size is identical in GAMS and JuMP? It could be that GAMS is doing some kind of presolve that simplifies the problem, or takes better advantage of sparsity. In JuMP you have to do these things manually I believe.
Hello, at the end it was my typos.
Still, now the model solves and returns the same results, but the iterations are much more, ~800 in place of ~100 or less.
One question… when I change parameters and resolve the model, the initial starting point of the endogenous variables are those from the previous optimisation or those assigned when the variable has initially been declared? If so, is it possible to assign new starting point(s) ?