[Ipopt] Problems about derivative checker and iteration

Stefan Vigerske stefan at math.hu-berlin.de
Wed Feb 24 04:31:21 EST 2010


you may use the new_x flag that Ipopt provides for all the eval_*
functions. That is, if new_x is set to true in any of these routines,
then you compute value, gradient, and hessian for your function and
store these values in your TNLP object. As long as new_x is false, you
can use return this evaluated data in all eval_* functions.


lqc234 wrote:
> Hi everybody:
> I have had a problem during using the Ipopt-3.6.1.And I have no idea about this problem for several days,I think that you might not think of this situation .
> Suppose f(x)= x^2+2*x+1/x+3*x+4*x^3. This formula is very simple,however consider this situation: in my application,for example,1/x+3*x+4*x^3 is a very complicated part that I can't write this part of formula directly,in other words I must use some codes to describe this part,for example 
> a set of "for" cycle codes with complicated processing. Now I thought there are two problem.
> First , the direvative checker tools can't deal with this situation because the complicated part 1/x+3*x+4*x^3 is not described directly. 
> The second problem is not easily to describe somewhat.
> The variable x changes in every iteration,while I can't write 1/x+3*x+4*x^3 directly.So in every iteration I have to describe the  1/x+3*x+4*x^3 part using some codes every time .However, I found that the excution sequence is "eval_jac_g,eval_grad_f,eval_g,eval_f,eval_h" sometime,sometimes it is not this sequence.Now I don't know which part I should write these codes in,it should be in the eval_f? or eval_g? or in eval_grad_f?eval_jac?eval_h?.
> I don't know the processing procedure during one iteration in Ipopt,those codes should used only once,I can't used those codes in eval_f ,eval_g,eval_grad_f,eval_jac_g,eval_h all.
> I don't know if I have described the problem clearly.I hope so.
> Anyone can give some suggestion?Thank you very much in advance. 
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Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics

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