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<p style=" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;">Dear IPOPT Users,</p>
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<p style=" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;">I am currently looking at IPOPT as a solver for NLP I have. The problem is fairly simple and currently I am just trying to determine how best to represent the problem and how efficiently it can be solved.</p>
<p style="-qt-paragraph-type:empty; margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;"></p>
<p style=" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;">I order to go this I am trying to avoid (at least initially) determining analytical gradiants and Hessians. Effectively I would like to treat the problem function as a black box where gradiants and Hessians are not directly available.</p>
<p style="-qt-paragraph-type:empty; margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;"></p>
<p style=" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;">Wadding though the documents I am almost clear on how to define the NLP problem so a Quasi-Newton method will be used fur the Hessian. However looking at the documentation for how the NLP is defined (in my case in C++) I cannot see how the 'eval_grad_f' function should be defined in the case where the Quasi-Newton evaluation of the function to be optimised should be used.</p>
<p style="-qt-paragraph-type:empty; margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;"></p>
<p style=" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;">I guess there are two possibilities:</p>
<p style=" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;">a) IPOPT always needs an analytical gradient</p>
<p style=" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;">b) The eval_grad_f function is not called if IPOPT options are set for a Quasi-Newton solution.</p>
<p style="-qt-paragraph-type:empty; margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;"></p>
<p style=" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;">Any help would be greatly appreciated.</p>
<p style="-qt-paragraph-type:empty; margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;"></p>
<p style=" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;">Thanks,</p>
<p style=" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;"> Michael Stevens</p>
<p style=" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;">-- </p>
<p style=" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;">___________________________________</p>
<p style=" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;">Michael Stevens Systems Engineering</p>
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<p style=" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;"> Bayesian Filtering</p>
<p style=" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px; -qt-user-state:0;"> http://bayesclasses.sf.net</p>
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