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<![endif]-->Hi John<br><br>Now I have a LINEAR objective function (with thousands of variables) which need to be minimized, but it need to be subjected to set of NONLINEAR constraints which allow the user to select .There are only several type of constraints , but can be constrained between different variables . So the number of final constraints can be up to hundreds. And it needs to be programmed in windows C++.<br>Does anyone have any idea on it? IPOPT or something else?<br><br>Thank you so much for your help!<br><br>Best Regards, <br>Lewis<br><br><br>--- On <b>Thu, 12/17/09, John Pye <i><john.pye@anu.edu.au></i></b> wrote:<br><blockquote style="border-left: 2px solid rgb(16, 16, 255); margin-left: 5px; padding-left: 5px;"><br>From: John Pye <john.pye@anu.edu.au><br>Subject: Re: [Ipopt] Can i use IPOPT without the input of Jacobian Matrix and the Hessian of the Lagrangian?<br>To: "Lewis I" <lewis369lewis@yahoo.com>, "COIN-IPOPT
Mailing List" <ipopt@list.coin-or.org><br>Date: Thursday, December 17, 2009, 5:47 AM<br><br><div class="plainMail">Hi Lewis<br><br>If your constraints are chainging such that it affects the structure of <br>your Jacobian matrix, perhaps you need to look at MINLP optimisation <br>library like BonMin, instead of IPOPT?<br><br>Thoughts, anyone else?<br><br>Cheers<br>JP<br><br>Lewis I wrote:<br>> Hello Ipopt-Team,<br>><br>> I am a MPhil. Student at the Simon Fraser University. I am working on a research which requires the nonlinear optimization.<br>><br>> I would like to use Ipopt. I have tried the pre-complied binaries for Windows (C++) and read the examples.<br>> And I found that Ipopt require the input of Jacobian Matrix and the Hessian of the Lagrangian before the calculaion of the optimization.<br>> Because one of the requirement of my program is to allow it can be more interactive.<br>> I can not predefine the Jacobian
Matrix and the Hessian of the Lagrangian for all constraints, because the constraints will be changed at different situations.<br>> Do there exist any method to compute these matrix from the set of provided constraint functions automatically?<br>><br>> Thank you very much for<br>> your help.<br>><br>> Best regards<br>> Lewis<br>> <br>><br>> ------------------------------------------------------------------------<br>><br>> _______________________________________________<br>> Ipopt mailing list<br>> <a ymailto="mailto:Ipopt@list..coin-or.org" href="/mc/compose?to=Ipopt@list.coin-or.org">Ipopt@list.coin-or.org</a><br>> <a href="http://list.coin-or.org/mailman/listinfo/ipopt" target="_blank">http://list.coin-or.org/mailman/listinfo/ipopt</a><br>> <br><br><br>-- <br>Dr John Pye<br>Dept of Engineering<br>Australian National
University<br><br><br></div></blockquote></td></tr></table><br>