[Ipopt] How to reduce number of gradient/jacobian calls

Praveen C cpraveen at gmail.com
Tue Sep 15 11:21:12 EDT 2009


Hello
I am using ipopt for shape optimization using cfd and adjoint method to
compute gradients. Since gradient/jacobians are expensive to compute, is
there any way to reduce to number of times ipopt requests them, by choosing
appropriate options in ipopt ?

My problem involves minimizing a nonlinear function with one nonlinear
equality constraint. There are 20 design variables and I use the
quasi-newton approximation. The jacobian is full.

For mu_strategy, I have tried between "monotone" and "adaptive" and I find
monotone is faster for me, needs less number of function/gradient
evaluations (seems opposite to what I have read).

Thanks
praveen
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