[Ipopt] gradient of the Lagrangien
Andreas Waechter
andreasw at watson.ibm.com
Wed Sep 1 08:00:49 EDT 2010
Hi Sebastien,
The code for the Ipopt algorithm is purposely written in a way that does
not require access to individual elements of vectors and matrices. This
abstraction allows that the particular representation of vectors and
matrices can be changed (e.g., in a parallel distributed memory setting).
If you really need the individual elements for vectors, you should use the
methods in
Ipopt/src/LinAlg/TMatrices/IpTripletHelper.hpp
particularly FillValuesFromVector and PutValuesInVector. With those, you
can allocate an array of size x->Dim() and have it filled with
FillValuesFromVector. If you want to put values from the array back into
the vector, you use PutValuesInVector. If you grep for those names in the
Ipopt code, you can see some examples how we used this. However, if you
can get away with only using the methods of the Vector base class, your
code would be more portable (e.g., when Ipopt would be parallel), and I
would try to do that instead. (It is sometime a bit awkward, but for us
it payed off in the end.)
I hope this helps,
Andreas
On Wed, 1 Sep 2010, sebastien lengagne wrote:
> Dear all,
>
> I am using IPOPT, and I would like to test other Hessian approximation
> (sparse one).
>
> To get the data I need, I implemented the *intermediate_callback *function*.
> *Through the *IpoptCalculatedQuantities* ip_cq, *I can have the vector of the
> Lagrangian like this:
>
> *SmartPtr<const Vector> x = ip_cq->curr_grad_lag_x();*
>
> I can know the size of this vector like this:
>
> *size = x->Dim();*
> *
> *But I do not know how I can know the values of each component of this
> vector*
>
> *I checked the help and the *IpVector.hpp* file but I did not find anything
>
> Does anybody know how to do it ?*
> *
> best regards
>
> --
> Sébastien LENGAGNE, Ph.D
> CNRS-AIST JRL(Joint Robotics Laboratory), UMI3218/CRT
> INTELLIGENT SYSTEMS RESEARCH INSTITUTE (IS), AIST
> AIST Central 2, 1-1-1 Umezono, Tsukuba, 305-8568 JAPAN
> tel : +81-29-8626508
> fax : +81-29-8626507
> mail : sebastien.lengagne at aist.go.jp
> website : http://staff.aist.go.jp/sebastien.lengagne/
>
>
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