[Coin-ipopt] Ipopt with Automatic Differentiation

[Stefan Vigerske]

Hi,

> 2. Once a trial step has been accepted, Ipopt currently asks first for 
> the values of the first derivatives, and then computes the multipliers, 
> and finally at a later point asks for the Hessian information.
> 
> In principle, we could reorder things so that the new values for the 
> multipliers are computed before any derivatives are requested, and we 
> could tell Ipopt to call some method in the (T)NLP to tell it about the 
> multipliers.  Then, later on, the TNLP can compute first AND second 
> derivatives at the same time whenever the first request for first 
> derivatives comes in, and it could buffer any information until it is 
> really requested by Ipopt.

Maybe it would be not a bad idea in general that Ipopt asks for as much 
evaluations as it needs within the same call, instead of calling for 
values and derivatives in separate steps.
In some cases like the one of Kipp that might allow some savings in the 
computing time.
But probably also the new_x boolean in the eval routines can help for 
this. Is Ipopt already setting new_x to false from time to time?

Stefan

-- 
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan