IPOPT Options

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 code, through the AMPL interface if you are using AMPL, or by creating a ipopt.opt file in the directory you are executing IPOPT.

The ipopt.opt file is read line by line and each line should contain the option name, followed by whitespace, and then the value. Comments can be included with the # symbol. For example,

# This is a comment

# Turn off the NLP scaling
nlp_scaling_method none

# Change the initial barrier parameter
mu_init 1e-2

# Set the max number of iterations
max_iter 500
is a valid ipopt.opt file.

Options can also be set in code. Have a look at the examples to see how this is done.

A subset of IPOPT options are available through AMPL. To set options through AMPL, use the internal AMPL command options. For example,
options ipopt_options "nlp_scaling_method=none mu_init=1e-2 max_iter=500"
is a valid options command in AMPL. The most important options are referenced in Appendix C. To see which options are available through AMPL, you can run the AMPL solver executable with the ``-='' flag from the command prompt. To specify other options when using AMPL, you can always create ipopt.opt. Note, the ipopt.opt file is given preference when setting options. This way, you can easily override any options set in a particular executable or AMPL model by specifying new values in ipopt.opt.

For a list of the most important valid options, see the Appendix C. You can print the documentation for all IPOPT options by using the option

print_options_documentation  yes

and running IPOPT (like the AMPL solver executable, for instance). This will output the documentation of almost all options to the console.