[Ipopt] Ipopt Digest, Vol 38, Issue 8

Carl Laird carl.d.laird at gmail.com
Thu Feb 28 08:49:39 EST 2008


I encourage the use of a modeling language (like AMPL or GAMS),
especially for initial prototyping of your formulation. You won't have
to provide derivatives (the language libraries will do that for you).
As well, there are extensive examples for both these languages to help
in problem formulation.



On Thu, Feb 28, 2008 at 3:02 AM, Stefan Vigerske
<stefan at math.hu-berlin.de> wrote:
> 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
>  _______________________________________________
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Carl D. Laird
Assistant Professor,
Artie McFerrin Department of Chemical Engineering,
Texas A&M University
Ph: (979) 458-4514
Email: carl.laird at tamu.edu

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