[Ipopt] Ipopt Digest, Vol 38, Issue 8

[Stefan Vigerske]

Hi,

>      Do we must supply "values" in eval_jac_g manually because IPOPT can not provide these automatically?
>      It seems that we do not have to provide the values(just index of the jacobian matrix is fine) to NAG.
>      The two differences between NAG and IPOPT now for me are
>       1. IPOPT needs to be provided with the derivative of the objective function, which is not required in NAG.
>       2. IPOPT needs to be provided with the jacobian of the constraints manually, in NAG, just the structure of the jacobian is needed.
>      Am I right for these?

Yes, you are.
Next to the extensive reply of Carl to your other mail, there is also an
example in the manual:
http://www.coin-or.org/Ipopt/documentation/node36.html

If you do not want to write code for Jacobians, then you can either
think whether you can formulate your model in a modeling language like
AMPL or GAMS (Ipopt has interfaces to both), or you can think about
using some automatic differentiation package. You can have a look at the
CppAD project for this purpose. Also the OS project has an Ipopt
Interface that uses CppAD to compute first and second derivatives.

Best,
Stefan

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