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I don’t know. I’m curious is all.

MA57 seems generic but I’ve tried different linear solvers with IPOPT even ones that were supposed to be better, but MA57 still performed the best.

Nonlinear numerical problems involve a bit of art. Theory doesn’t always pan out in practice.

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MA57 is a sparse symmetric solver. IPOPT uses this because it solves a modified KKT system that includes both the Hessian and constraint information simultaneously. This differs from composite step methods, which split the optimization step into a step for feasibility (quasi-normal step) and a step for optimality (tangential step). An algorithm like NITRO uses a composite step method and as a result uses a different kind of linear system solver.

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