[Ipopt] Ipopt Digest, Vol 38, Issue 8

Stefan Vigerske stefan at math.hu-berlin.de
Thu Feb 28 04:02:30 EST 2008


>      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:

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.


Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics

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