[Ipopt] number of calls to objectives and constraints and/or their gradients

Drosos Kourounis drosos at stanford.edu
Wed Nov 3 14:52:16 EDT 2010


Dear Andreas,
I would like to know, if during constrained optimization with a large number of nonlinear constraints, IPOPT may happen to request the gradient of the objective only, or the gradient of the constraints only. I do hope this never happens, and IPOPT always requires the gradient of both the objective and all constraints simultaneously. I understand that the values (eval_f, eval_g) may be called separately. What about the gradients though?

If it may happen that eval_grad_f may be called without the need of calling eval_grad_g at the same time, or the other way round, is there any flag to prevent that from happening, and what would be the implications if such a flag is enabled?

I am asking because I can obtain the gradient of all the constraints and objective simultaneously at practically the same computational cost as the gradient of only the objective when using PARDISO. 

Best wishes,
Drosos.



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