[ADOL-C] Incorrect calculus of hessian
ChristianLupus at gmx.de
Tue Jun 28 15:23:54 EDT 2011
Hello to everybody,
I am new to the comunity of programmers wit mathematical background. But now I
needed an optimization over several variables and therefore I looked at ipopt
I have now written a program to optimize a control problem. In fact, if I use
the quasi-Newton approch and the first order derivatives calculated with adolc
all goes right.
If I enable the calculus of the hessian and the derivative checker of ipopt, I
getthe result that there seems to be seveeral errors in the hessian.
Ipopt tells me that only the constraints 12 to 35 are wrong. The others seems
to be ok.Therefoe I guess that the problem is not the initerface with the rest
of the code.
I have given the code here:
class decription: http://codepad.org/rRYUOTCT
additional for make it runnable: http://codepad.org/mHIfBz3k
I know some of the parameters does not make sense (e.g. 50 iterations might
semm a bit low,...) but I wanted just to test the derivatove generation of
Debian Sqeueeze system
OK, I hope, you can help me
Thanks in advance
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