Hi,
-- I'm solving a problem with AMPL (using Knitro) and am wondering about general advice on improving speed. I run a problem using two sets of settings:
The first problem runs very quickly, about 90s. This is faster that a more rudimentary global search method with constraints solved at each parameter guess (i.e. nested fixed point) in Matlab. But the second problem takes hours, and is slower than the nested fixed point approach. I'm wondering what are the best options to reduce times taken for dense problems in AMPL. Does increasing cores/RAM do it, or should I expect such dense problems with a large number of variables to be slow? Thanks, -Nick You received this message because you are subscribed to the Google Groups "AMPL Modeling Language" group. To unsubscribe from this group and stop receiving emails from it, send an email to [hidden email]. To post to this group, send email to [hidden email]. Visit this group at https://groups.google.com/group/ampl. For more options, visit https://groups.google.com/d/optout. |
Dear Nick,
-- A priori, I would say that you are more likely to improve performance by adjusting Knitro's parameter. The number of non-zeros you mention is not excessive so it should not take hours. May I suggest you run the automatic Knitro tuner (setting option tuner = 1). You may also want to play with the parallel features of Knitro (see online doc) if you are using a multi-core computer. An alternative could be to use a different formulation that would reduce the number of non-zeros. Sometimes, adding intermediate variables and additional constraints allows to decrease the density of some constraints, and thus decrease the number of non-zeros in the Jacobian / Hessian. This is not a recommended approach in general, but it can be beneficial in some cases. If you could also share your model, it could be useful. If not possible, the logs would be a start. Regards, Sylvain Mouret Le mercredi 13 mars 2019 00:59:14 UTC+1, Nick Tsivanidis a écrit :
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On Wed, Mar 13, 2019 at 4:26 PM UTC, Ampl Modeling Language <[hidden email]> wrote:
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