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

Andreas Waechter andreasw at watson.ibm.com
Thu Jul 31 18:38:00 EDT 2008


Hi Dominik,

There are means to pass information between the evaluation functions in 
Ipopt. In C++ by means of member data in the TNLP class, and for C/Fortran 
by means of data that is passed around.

The matlab interface does not have such a provision (as far as I know, but 
I'm not the author of the matlab interface).  However, can't you make the 
data that you want to share between the evaluation functions global?  That 
way you could compute it whenever there is a new evaluation point, and 
just used it later in the other evaluation functions.

Andreas

On Thu, 31 Jul 2008, Dominik Skanda wrote:

> 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).
>
> Is it possible to pass the results of these values to other functions e.g.
> gradient, jacobian and so on to save computational power.
> 2)
> If it is possible, is it possible for the matlab interface, too
> 3) what have i to take care, if I'm doing so
>
> thanks a lot
>
> dominik
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