[Coin-ipopt] a question

[Carl Damon Laird]

I am not sure what you mean by "get the objective function through another 
iteration". If your objective function is a particular subroutine, then it 
is certainly possible to use the Fortran interface (or Matlab if it is a 
Matlab subroutine) to define the problem. If you do not know the form of 
the objective function however, you will need to find some way to estimate 
the derivatives (at least first derivatives). This might mean using 
automatic differentiation or finite difference approximations.

Hope this helps,

Carl.

On Fri, 31 Mar 2006 zwerhu at graduate.shu.edu.cn wrote:

> 
> Hi, all
> 
> I want to ask a question about the entering of the objective function in using IPOPT. I am faced with
> the NLP problem in which the objective function doesn't have a unique or known form. In fact, I must
> get the objective function through another iteration which can be realized by a separated subroutine.
> I mean, i must use a function "f=f(x1,x2)" to get the objective function, where x1,x2 are unknown
> variables of the NLP problem and the function "f" is an iteration which doesn't have a unique form.
> So, I wonder whether this can be realized by IPOPT Matlab interface or otherwise, in the Fortran
> interface directly. Thanks a lot!
> 
> 
>             Best Regards,
>             W. Zhang
> 
> 
>