[Coin-ipopt] treatment of uncomputable values in eval_f, eval_grad_f

James Lu james.lu at oeaw.ac.at
Mon Dec 17 08:14:47 EST 2007


We are using Ipopt to do parameter estimation of ODE systems.
For some parameter values, either the forward or the adjoint solution fails.
It seems that in those cases, one should do a "return false" in the functions 
eval_f and eval_grad_f respectively and Ipopt would do the necessary 
backtracking to computable function values. 

However, it seems that if eval_f is computed successfully, but eval_grad_f 
fails, Ipopt does not backtrack, but instead returns the message "EXIT: 
Invalid number in NLP function or derivative detected". 
Are we doing something wrong?



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