[Coin-ipopt] explain-my question

[zhangwen]

Hi, Carl,
    Thank you for your replying for my question!
    I mean, if "x=(x_1,...,x_n)' " are the n variables of the NLP problem. The objective function has the form "f=f(y_1,...,y_n)", where "y=(y_1,...,y_n)' " and "y" can be got from the subroutine/sub-function "y=subfun(x)". Here, the objective function "f" has a unique form such as "f=y_1*y_1+...+y_n*y_n", but f can't be expressed directly by the vector x. I can get y through the subfunction 'subfun', but all the variables x_1,...,x_n are unknown at the beginning. So, the objective function must include another function "subfun", of which the variables are actually the unknowns of NLP. That may be my problem. Thanks.
>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.
>
Best Regards,
W. Zhang