[Ipopt] Can i use IPOPT without the input of Jacobian Matrix and the Hessian of the Lagrangian?

[Lewis I]

Hi John

Now I have a LINEAR objective function (with thousands of variables) which need to be minimized, but it need to be subjected to set of NONLINEAR constraints which allow the user to select .There are only several type of constraints , but can be constrained between different variables . So the number of final constraints can be up to hundreds. And it needs to be programmed in windows C++.
Does anyone have any idea on it? IPOPT or something else?

Thank you so much for your help!

Best Regards, 
Lewis


--- On Thu, 12/17/09, John Pye <john.pye at anu.edu.au> wrote:

From: John Pye <john.pye at anu.edu.au>
Subject: Re: [Ipopt] Can i use IPOPT without the input of Jacobian Matrix and the Hessian of the Lagrangian?
To: "Lewis I" <lewis369lewis at yahoo.com>, "COIN-IPOPT Mailing List" <ipopt at list.coin-or.org>
Date: Thursday, December 17, 2009, 5:47 AM

Hi Lewis

If your constraints are chainging such that it affects the structure of 
your Jacobian matrix, perhaps you need to look at MINLP optimisation 
library like BonMin, instead of IPOPT?

Thoughts, anyone else?

Cheers
JP

Lewis I wrote:
> Hello Ipopt-Team,
>
> I am a MPhil. Student at the Simon Fraser University. I am working on a research which requires the nonlinear optimization.
>
> I would like to use Ipopt. I have tried the pre-complied binaries for Windows (C++) and read the examples.
> And I found that Ipopt require the input of Jacobian Matrix and the Hessian of the Lagrangian before the calculaion of the optimization.
> Because one of the requirement of my program is to allow it can be more interactive.
> I can not predefine the Jacobian Matrix and the Hessian of the Lagrangian for all constraints, because the constraints will be changed at different situations.
> Do there exist any method to compute these matrix from the set of provided constraint functions automatically?
>
> Thank you very much for
>  your help.
>
> Best regards
> Lewis
>   
>
> ------------------------------------------------------------------------
>
> _______________________________________________
> Ipopt mailing list
> Ipopt at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/ipopt
>   


-- 
Dr John Pye
Dept of Engineering
Australian National University





      
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://list.coin-or.org/pipermail/ipopt/attachments/20091216/3f1bbbfa/attachment-0001.html