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Hi Yudong,<br>
<br>
The base class for the code that solves the KKT system (or augmented
system) is AugSystemSolver. The implementation of this in the Ipopt
code is the StdAugSystemSolver that handles the matrix data format
that we use in Ipopt.<br>
<br>
If you really want to dig into the code, this would probably be the
place to start (but don't expect this to be an easy task...).<br>
<br>
I do not know of a Matlab implementation of the Ipopt code (there is
a Matlab interface, though).<br>
<br>
Regards,<br>
<pre class="moz-signature" cols="72">Andreas Waechter
Associate Professor
Department of Industrial Engineering and Management Sciences
McCormick School of Engineering
Northwestern University
Evanston, IL 60208
USA</pre>
<br>
On 01/11/2012 06:13 PM, Ma Yudong wrote:
<blockquote
cite="mid:CAJiv4EgXC8gopCg8TyR6fP5tMeSG=BkvKnsrovoag56caj4cxw@mail.gmail.com"
type="cite">Hi all
<div>I am currently trying to modify the ipopt codes to better
explore the sparse structure of hessian.</div>
<div>For some specific optimization problems, the newton steps of
the KKT conditions (or cholesky factorization of the hessian) </div>
<div>can be evaluated in a more efficient way. At the meantime, I
want to take advantage of all the heuristics such as filter step
lengh control</div>
<div>implemented by Ipopt for robustness and convergence property.</div>
<div><br>
</div>
<div>It would be great if anyone can shed me some light on where
to start to replace the section of codes that calculates the KKT
Newton steps.</div>
<div>Another possibility is can someone share some version of
simple ipopt codes that are written in matlab that implements
the filter-based </div>
<div>step length control so that I can easily modify the codes.</div>
<div><br>
</div>
<div>Any suggestions are highly appreciated.</div>
<div>Thanks</div>
<div>Yudong Ma<br clear="all">
<div><br>
</div>
-- <br>
Thank you very much<br>
Yours<br>
Yudong Ma<br>
Ph.D. candidate<br>
Department of Mechanical Engineering<br>
2169 Etcheverry Hall<br>
University of California<br>
Berkeley, CA 94720-1740<br>
email: <a moz-do-not-send="true"
href="mailto:myd07@berkeley.edu">myd07@berkeley.edu</a><br>
Homepage: <a moz-do-not-send="true"
href="http://www.mpc.berkeley.edu/people/yudong-ma">http://www.mpc.berkeley.edu/people/yudong-ma</a><br>
</div>
<br>
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<br>
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</pre>
</blockquote>
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