[Ipopt] dynamic optimization using IPOPT through c++

[Arturo Padilla]

Hi everybody, 

I have successfully used IPOPT with orthogonal collocation through AMPL for a parameter identification problem. I need to repeat this computation but now only using c++, I would like to perform an online parameter identification. Could anybody give me some hints how to proceed. Another alternative for me would be to used forward euler instead of orthogonal collocation in order to solve the differential equation of the objective function. But I have then another problem, I can not compute the gradient of the objective function. Without it, it is not possible to perform the optimization, isn't it? 

Thank you in advance. 

Greetings, 

Arturo Padilla 
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