[Ipopt] improving IPOPT speed with Algorithmic Differentiation Theory

Andrey Romanenko andrey at ciengis.com
Thu Sep 18 05:43:45 EDT 2008


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

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