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use mehrotra_algorithm in Ipopt helps even in unconstrained setting
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Hua-Zhou committed Jul 14, 2016
1 parent ed02fbc commit a5cb091
Showing 1 changed file with 2 additions and 1 deletion.
3 changes: 2 additions & 1 deletion src/two_variance_component.jl
Original file line number Diff line number Diff line change
Expand Up @@ -675,10 +675,11 @@ function mle_fs!{T}(
print_frequency_iter = 5, # default is 1
print_level = verbose? 5 : 0,
print_info_string = "yes",
#nlp_scaling_method = "none",
#derivative_test = "second-order",
#linear_solver = "mumps",
#linear_solver = "pardiso",
#mehrotra_algorithm = "yes",
mehrotra_algorithm = "yes",
)
elseif solver == :Mosek
# see http:https://docs.mosek.com/7.0/capi/Parameters.html for Mosek options
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