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 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 href="mailto:antonello.lobianco@nancy-engref.inra.fr" target="_blank">antonello.lobianco@nancy-engref.inra.fr</a><br>
<a href="http://antonello.lobianco.org/" target="_blank">http://antonello.lobianco.org</a><br>