[Ipopt] reuse information of objective function e.g. in the constraint function

Horand Gassmann Horand.Gassmann at dal.ca
Thu Jul 31 13:43:17 EDT 2008


Quoting Dominik Skanda <dominik.skanda at biologie.uni-freiburg.de>:

> Hi all:
> My questions are:
> 1)
> if i have to calculate expensive values both in the objective and e.g in the
> constraint function depending on the optimization variables (They are the
> same).

Don't know if this is what you are looking for... If you have common
expressions, why not assign them to separate expressions, e.g. instead of

min ln(sin(x+|y|)^2)
s.t. sin(x+|y|) <= 0

why not

min 2 ln(z)
s.t. z <= 0
     z  = sin(x+|y|)

> Is it possible to pass the results of these values to other functions e.g.
> gradient, jacobian and so on to save computational power.

Automatic differentiation ought to take care of this for you automatically.

> 2)
> If it is possible, is it possible for the matlab interface, too

Don't know about 2), but 1) is obviously available in Matlab.

> 3) what have i to take care, if I'm doing so
>
> thanks a lot
>
> dominik
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