[ADOL-C] Incorrect calculus of hessian

Christian 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 
and adolc.

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
implementation: http://codepad.org/VPOo6Ohz
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 

My system:
Debian Sqeueeze system

OK, I hope, you can help me

Thanks in advance
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