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<font size="-1"><font face="Tahoma">I am solving an optimization
problem that can be broken down in multiple smaller optimization
problems, ie distributedly. Each smaller problem can be solved
individually, however, at each iteration step k, it needs the
values of the set of optimization variables of (some of) the
other optimization processes that are running in parallel. The
problem is formulated as such that each smaller problem should
be able to be solved using a NLP solver (without altering the
actual solver algorithm).<br>
<br>
I could supply a callback function at each iteration step where
for example the constraints are computed, however, I am not
familiar with the entire code and it consists of quite a number
of files. So I was wondering which files (and functions) I
should zoom in to and narrow my focus on. </font></font><br>
<br>
Thanks!<br>
<br>
<div class="moz-cite-prefix">On 7/8/15 11:07 PM, Greg Horn wrote:<br>
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<blockquote
cite="mid:CAAr-h4ukyGZ0c-WL+etdfgFFLa17Kqjf=JpnOenZTgiEQxo8hA@mail.gmail.com"
type="cite">
<div dir="ltr">You can supply a callback, but what do you mean by
supply the solver with additional information? If you change the
objective or constraint function halfway through, bad things
could happen<br>
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<div class="gmail_quote">
<div dir="ltr">On Wed, Jul 8, 2015 at 8:56 PM Ronald Choe <<a
moz-do-not-send="true" href="mailto:ronaldchoe@hotmail.com">ronaldchoe@hotmail.com</a>>
wrote:<br>
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<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">
<div bgcolor="#FFFFFF" text="#000000"> <font size="-1"><font
face="Tahoma">I would like to manually loop the
iteration so that at each iteration I can supply the
solver with additional (varying) information (not
dependent on the optimization variables), and also
extract the values of the optimization variables at the
respective time step.<br>
Which particular file should I look at in order to
achieve this? <br>
Thanks!<br>
<br>
Ronald<br>
</font></font> </div>
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