[Ipopt-tickets] [Ipopt] #294: Using finite differences to approximate Jacobian of constraints

[Ipopt]

#294: Using finite differences to approximate Jacobian of constraints
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Reporter:  kamilova                              |      Owner:  ipopt-team
    Type:  task                                  |     Status:  new
Priority:  highest                               |  Component:  Ipopt
 Version:  3.12                                  |   Severity:  major
Keywords:  Jacobian approximation finite         |
  differences options                            |
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 Hello,
 I am having a lot of problems with my constraint Jacobian. I am using the
 derivative checker and it indicates that I have errors in most of my
 values (and now for some reason all of my estimated constraint Jacobian
 values are zero...). I am using Fortran 77/90.

 I have just discovered the option

 jacobian_approximation finite-difference-values

 which should use the finite difference approximations as the constraint
 Jacobian values. Since in my original code I am supposedly using finite
 differences as well, I would like to use Ipopt's approximation instead of
 my convoluted code.

 However, I can't figure out how to change the function in order to accept
 this option and I can't find anything about it in the documentation.

 Some instructions regarding the use of this option would be greatly
 appreciated!

 Kind regards,

 Alissa

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Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/294>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.