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. Don't forget to ensure you have a newline at the end of the file. 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 500is 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
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
and running IPOPT (like the AMPL solver executable, for instance). This will output all of the options documentation to the console.
Andreas Waechter 2010-12-22