[Bonmin] bonmin and ampl external function

[Roy Chen]

Hi, Andreas

Could you actually provide one example which uses automatic differentiation
to give the first and second direvatives with ampl external function?

Another question coming into my mind is:
Does that mean I don't need code to calculate the value of the integration
function, instead, I just need to code to calculate the first and second
direvatives?

Again, if you can give me the example you mentioned in your email, I would
appreciate it very much.

Best

Roy


On 3/2/07, Andreas Waechter <andreasw at watson.ibm.com> wrote:
>
> Hi Roy,
>
> > What I am sure is my code could just calculate the value of the
> integration
> > function and it doesn't provide the first and second direvatives. Does
> this
> > explain why Bonmin couldn't work with my external function? But why
> Bonmin
> > couldn't load amplfunc.dll file? Does it have something to do with the
> first
> > and second direvative?
>
> I would think so.  The Ampl Solver Library (ASL) that is linked into
> Bonmin knows that first and second derivatives are provided, and I would
> think that this explains why it refuses to load your amplfunc.dll.
>
> If you want to use bonmin with your external function, you need to somehow
> provide the derivatives.  One avenue might be to use automatic
> differentiation (I have used ADOL-C in that context before when we had an
> external function that is computed by code that only provided the function
> value).  However, that probably won't work if you are actually integrating
> something (where you have lots of "if" statements in your code which are
> not nice for automatic differentiation methods...).
>
> > I will try IPOPT soon and give you the result soon.
>
> If you already know that your DLL doesn't provide those derivatives, ipopt
> won't work either.
>
> Regards,
>
> Andreas
>
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