[Ipopt] Runtime modification of the model

Andreas Waechter andreasw at watson.ibm.com
Fri Feb 25 10:53:20 EST 2011


Yes, of course you can solve different optimization problems in one C++ 
program, also in a loop.  It is up to you to implement the methods of the 
TNLP class so that they do different things in different situations. 
What you cannot do is to change the problem formulation (e.g. data) while 
Ipopt is solving a particular problem, only in between different 
optimization runs.


On Fri, 25 Feb 2011, Paul Smith wrote:

> On Fri, Feb 25, 2011 at 12:11 AM, Paul Smith <phhs80 at gmail.com> wrote:
>> Is it possible to modify the optimization model while the C++ program
>> is running? For instance, is it possible to write a C++ program to
>> solve different optimization models inside a loop and with theses
>> models being not known until runtime? Basically, what I am wanting to
>> do is to change the coefficients of the initial model as new
>> information comes into the system.
> Should I interpret your silence as being impossible what I am wanting
> to do? Can a C++ program solve not more than a single optimization
> model?
> Paul
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