[Ipopt] improving IPOPT speed with Algorithmic Differentiation Theory

[Andrey Romanenko]

Hello,

On Thursday 18 September 2008 10:37:33 Sebastian Nowozin wrote:
> > All we need is some possibility to cache the redundant computations.
> > Is there an easy way to do that in IPOPT?
>
> This is also an issue with the Matlab interface, by the way.  It would
> be really nice to have an interface that allows one to jointly return
> gradient and objective information in order to avoid duplicate
> computations.

Extend TNLP to cache results and return them instead of doing a new 
computation *when the corresponding "bool new_x" is false*.

Best Regards,
Andrey Romanenko