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

[Michael]

That's why it's a strong optimizer.

However is there a way to bypass the gradient?

My gradient is very hard to derive and also it is very costly to
evaluate computationally...

Thanks!

On 9/3/07, Peter Carbonetto <pcarbo at cs.ubc.ca> wrote:
> > 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
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