using Ipopt with JuMP

[Tyler Ransom]

Hi,

I am trying to use Ipopt with JuMP on a 64-bit Windows machine, running Julia version 0.3.10 and Ipopt version 0.1.16. When I try to invoke Ipopt in JuMP, I get the following error: "IpoptSolver not defined."

The JuMP documentation indicates that Ipopt is installed on Windows by default, and I already installed the Ipopt Julia package, so I am wondering what I am messing up here. Any help would be appreciated!

I invoke Ipopt in JuMP as follows:

m = Model(solver=IpoptSolver(tol=1e-6))

My problem works fine with NLopt [m = Model(solver=NLoptSolver(algorithm=:LN_NELDERMEAD))]. Also, any suggestions on which linear algebra libraries I should install would also be appreciated.

Thanks!

Tyler

[Iain Dunning]

Hi Tyler,

This might be a silly question, but you do have

using Ipopt

at the top of your file, right?

Thanks,

Iain

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Iain Dunning

PhD Candidate / MIT Operations Research Center

http://iaindunning.com  /  http://juliaopt.org

[Joey Huchette]

Are you loading Ipopt with using Ipopt? If so, could you try Pkg.build("Ipopt") to see if Ipopt is built correctly on your machine.

-Joey

​

On Thu, Jul 9, 2015 at 2:33 PM, Tyler Ransom <tyler...@gmail.com> wrote:

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[Tyler Ransom]

Thanks, Joey & Iain. I had forgotten to add `using Ipopt` [so embarrassing...]. However, even when I added it, I still got the same error (this time with the following warning just before the error: `Warning: using Ipopt.IpoptSolver in module Main conflicts with an existing identifier.`)

When I invoked `Pkg.build("Ipopt")` as Joey suggested, I didn't see any errors in the build, but when I ran my script again I got the same error (but no warning this time). I then restarted Julia and was able to run things correctly. So maybe it was something with the build? In any case, thanks so much! You guys are the best!

Tyler

[Iain Dunning]

I think it just got confused because you'd tried to use it, then did using Ipopt. That was a bug in Julia that I thought had been fixed - what version are you using? Sounds like the build was fine.

Let us know if anything else goes wrong!

Thanks,

Iain

[Tyler Ransom]

Hi Iain, I'm using Julia 0.3.10; Ipopt 0.1.16.

Tyler

[Joey Huchette]

It looks like you have some code that is importing Ipopt.IpoptSolver into the namespace (at least) twice. Could you post a short code snippet that reproduces the error?

[Iain Dunning]

I think he was saying that happened, but after restart that is no longer happening. I can't find it now, but I think there is a problem in 0.3 where refering to something that didn't exist, then loading the module where it does exist, threw that warning.

[Iain Dunning]

Found it: https://github.com/JuliaLang/julia/issues/7864