[Coin-ipopt] How to use the Matlab mex interface of IPOPT?

[Peter Carbonetto]

> I don't find anywhere the documentation about how to call the IPOPT
> mex dll from Matlab, such as syntax, etc.

There should be a readme.html file included in the 
Ipopt/contrib/MatlabInterface directory. The same webpage is also 
available at https://projects.coin-or.org/Ipopt/wiki/MatlabInterface. 
Also, you can type "help ipopt" in MATLAB.

> There are 5 examples in the IPOPT directory, but they all supply
> gradient and hessians. For my application, I won't be able to supply
> these components.

IPOPT requires that you supply the gradient. If I recall correctly, you 
can set the computeHessian function to the empty string and it will figure 
out that you want to use the quasi-Newton approximation to the Hessian. 
I'm not sure what happens if you set the constraints function to the empty 
string. If it doesn't work, just set the return value of the constraints 
function to [], indicating that there are no constraints.

Peter Carbonetto
Ph.D. Candidate
Dept. of Computer Science
University of British Columbia