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<div class="moz-cite-prefix">Hi Antonello,<br>
<br>
A few comments:<br>
<br>
1. If you want to use ADOL-C, the ADOL-C package already has
examples how to use ADOL-C together with Ipopt, so I'd suggest to
look at that before writing any ADOL-C related code
(ADOL-C/examples/additional_examples/ipopt).<br>
<br>
2. If you want to go to a C++ implementation because the problems
are getting too big for GAMS to handle, they are probably also too
big for ADOL-C to handle it efficiently. So, you might end up
having to code the derivative code yourself. Depending on how
nonlinear your model is, this might not be too painful. In any
case, the derivative checking in Ipopt might be very handy here
(and if possible, start with small examples!).<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
<a class="moz-txt-link-freetext" href="http://users.iems.northwestern.edu/~andreasw/">http://users.iems.northwestern.edu/~andreasw/</a></pre>
On 06/27/2012 02:47 AM, Antonello Lobianco wrote:<br>
</div>
<blockquote
cite="mid:CAOibvJEFpQCjvwrpCNptdvCTjpDnnUDnrN2ukm_uq9V81tDLBQ@mail.gmail.com"
type="cite">Hi, thanks for your quick answer. <br>
About specifying the derivatives for the Jacobian and the Hessian
I was planning to use some AD packages, like ADOL-C.<br>
My needs for C++ are of two different nature:<br>
1st) Aside the part of the model that is optimised we have other
parts of the model that aren't. These are getting bigger and
bigger and simply GAMS is not even closes to the functionality/<span
id="result_box" class="short_text" lang="en"><span class="hps">expressiveness/modularity</span></span>
provided by a generic programming language.<br>
Of course a second option that I may have is to leave the
optimisation part in GAMS (or AMPL) and then simple update the
data and call gams.<br>
However this lead to the second point:<br>
2nd) I'd like this model to be freely available and that
people/organisations doesn't need to have a licence for a XY
program in order to be able tu run it. Currently to best of my
knowledge there are no "free" versions of programs that translate
a model from a simple-to-write mathematical formulation to the
format required by nonlinear solvers. If you know any, please step
in :-)<br>
<br>
Antonello<br>
<br>
<br>
<div class="gmail_quote">2012/6/27 Hans Pirnay <span dir="ltr"><<a
moz-do-not-send="true"
href="mailto:hans.pirnay@rwth-aachen.de" target="_blank">hans.pirnay@rwth-aachen.de</a>></span><br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">
Hi Antonello,<br>
<br>
'exploding' all your variables into one single x-array is your
only<br>
option if you want to use the C++ interface. In fact, you need
to do<br>
much more than that - you need to specify the first and second
order<br>
derivatives of your model equations, which is even more
error-prone.<br>
Therefore, implementing a nonlinear model by hand is a very
bad<br>
idea...<br>
<br>
Can you give us the reason why you need to port your model to
C++?<br>
<span class="HOEnZb"><font color="#888888"><br>
Hans<br>
</font></span></blockquote>
</div>
<br>
<br clear="all">
<br>
-- <br>
Antonello Lobianco<br>
INRA, Laboratoire d'Economie Forestière<br>
14 Rue Girardet - 54000 Nancy, France<br>
Tel: +33.652392310<br>
Email: <a moz-do-not-send="true"
href="mailto:antonello.lobianco@nancy-engref.inra.fr"
target="_blank">antonello.lobianco@nancy-engref.inra.fr</a><br>
<a moz-do-not-send="true" href="http://antonello.lobianco.org/"
target="_blank">http://antonello.lobianco.org</a><br>
<br>
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</pre>
</blockquote>
<br>
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