[Ipopt] Line Search

Andrey Romanenko andrey at ciengis.com
Wed Sep 24 11:52:39 EDT 2008


We use CVODES and Iptopt in a multiple shooting setup.

If you use forward sensitivities then what you can do is integrate the system 
only when you are in eval_f and eval_g (caching things as you do) and carry 
out both integration and sensitivity analysis when you are in grad_f and 
jac_g and hess. 

If you use adjoing sensitivity analysis and new_x == false in jac_g and 
grad_f, then just do the adjoint backward swing to get the sensitivities. In 
such setup you should use separate CVODES memory areas for each shooting 
interval so that the checkpointing works correctly.

Hope this helps.

Andrey Romanenko

On Sunday 21 September 2008 16:24:24 Dominik Skanda wrote:
> Hi,
> I want to use IpOpt for a MultipleShooting Code by use of CVODES a
> Integration package with sensitivity support. My Code is running now and I
> use the "new_x" boolean flag in the evaluate functions to save
> computations. But by now my code is computing the sensitivities even when
> the algorithm performs a line search. Is there a way to tell the functions
> eval_g and eval_f that with this (linesearch performing) x  values no
> sensitivities are needed, for example by hacking the IpOpt code. Is there a
> way to extend the functions eval_f and eval_g with a new boolen flag
> (performing linesearch).
> Many thanks in advance
> Dominik
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