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<div class="moz-cite-prefix">I guess you could modify the linear
solver driver to use a drop tolerance and rerun the analysis on
every iteration.<br>
I'm actually planning to do this in one of the HSL drivers at some
stage in the future, so if you try it I'd be interested to hear
how you get on.<br>
<br>
The major cost of changing the sparsity structure is that the
ordering needs to be recalculated. If you choose a cheaper
ordering (minimum degree rather than nested dissection based)
you'll amortize that cost, though your numerical factorization may
take longer/be less parallel.<br>
<br>
Regards,<br>
<br>
Jonathan.<br>
<br>
On 14/02/13 22:44, Xin Zhao wrote:<br>
</div>
<blockquote
cite="mid:CA+cCJtFJo2mcb5XQ=yTr1BuFJGv5P-PeTADXJq2NK7kPV7FTgg@mail.gmail.com"
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<div dir="ltr">Thanks, Stefan.
<div><br>
</div>
<div style="">I've tried to set such a number of nonzero
elements that every potential nonzero entry can be included,
but the performance became unacceptable. </div>
<div style="">
<br>
</div>
<div style="">Is there any option to change the sparsity
structure at each iteration to work this out? </div>
<div style="">Or maybe, it is even slower than setting a large
number of nonzero entries to change the sparsity structure at
each iteration?</div>
<div style=""><br>
</div>
<div style=""><br>
</div>
<div style="">Best,</div>
<div style="">Xin </div>
</div>
<div class="gmail_extra"><br>
<br>
<div class="gmail_quote">On Fri, Feb 15, 2013 at 1:17 AM, Stefan
Vigerske <span dir="ltr"><<a moz-do-not-send="true"
href="mailto:stefan@math.hu-berlin.de" target="_blank">stefan@math.hu-berlin.de</a>></span>
wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">Hi,
<div class="im"><br>
<br>
On 02/14/2013 10:48 PM, Xin Zhao wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">
So basically I wanna to know:<br>
<br>
At each iteration,<br>
<br>
1. Can we change the sparsity structure of Hessian?<br>
</blockquote>
<br>
</div>
No. During initialization, you should specify a sparsity
structure that is valid during the whole solution process.
You may then have to put 0 values into the hessian from time
to time.
<div class="im"><br>
<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">
2. eval_h are called with const Ipopt::Number* x = NULL
first or<br>
Ipopt::Index iRow = NULL first.<br>
</blockquote>
<br>
</div>
At the beginning, Ipopt calls eval_h with x = NULL to get
the sparsity structure. Later, it calls with x != NULL to
get the values w.r.t. the initially specified sparsity
structure.<br>
<br>
Same for the jacobian.<br>
<br>
Stefan<br>
<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">
<div class="im">
<br>
<br>
Thanks.<br>
<br>
<br>
Best,<br>
Xin<br>
<br>
<br>
On Thu, Feb 14, 2013 at 11:20 PM, Xin Zhao <<a
moz-do-not-send="true"
href="mailto:sean.null@gmail.com" target="_blank">sean.null@gmail.com</a>>
wrote:<br>
<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">
Dear all,<br>
<br>
Would anyone like to explain me some details on the
sequence how eval_h<br>
and eval_jac_g are called?<br>
<br>
At each iteration, are eval_h and eval_jac_g called
first with values =<br>
NULL or not?<br>
<br>
For my case, the sparsity structure of eval_h and
eval_jac_g depends on<br>
the variables x. So it matters<br>
how eval_h and eval_jac_g are called first. Or maybe
there is another<br>
workout?<br>
<br>
Thanks.<br>
<br>
<br>
Best,<br>
Xin<br>
<br>
</blockquote>
<br>
<br>
<br>
</div>
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