[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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