How to specify NLP solver settings in GEKKO?

Question

I have a quick question,

In the documentation of GEKKO, it is mentioned "APMonitor provides the following to a Nonlinear Programming Solver (APOPT, BPOPT, IPOPT, MINOS, SNOPT) in sparse form".

I'd like to know how to change these settings in GEKKO. By default, I could see IPOPT in the results summary.

For instance, in this post m.solver_options is mentioned. But I'm not really sure how to use this to specify solver type (APOPT, BPOPT, IPOPT, MINOS, SNOPT).

Any suggestions on how to do this will be helpful

Answer 1

GEKKO solver options can be changed as shown in the documentation. The solver can be changed with m.options.SOVLER=1 for APOPT, m.options.SOVLER=2 for BPOPT, and m.options.SOVLER=3 for IPOPT. There are other solver options, but not with the publicly available version. Here are a few options for APOPT:

m.solver_options = ['minlp_gap_tol 1.0e-2',\
                    'minlp_maximum_iterations 10000',\
                    'minlp_max_iter_with_int_sol 500']

Options for IPOPT are similarly specified with a comma between each entry. All options must be included as a single list with m.solver_options.