[Ipopt] quadratic programming with linear contraints

[Stefan Vigerske]

Hi,

there are examples coming with Ipopt, see, e.g., examples/Cpp_example, 
and the files MyNLP.*. You would need to implement some similar class.
In your case, implementation of jacobian of constraints and hessian of 
lagrangian function should be easy, since your jacobian is constant and 
the hessian is just the quadratic coefficients matrix from your 
objective, multiplied by obj_factor.

Stefan

Am 11.07.2011 02:46, schrieb abdulkadir YAZICI:
> Hello everyone,
> I am new to ipopt and trying to implement c++ interface for quadratic optimization problems with linear constraints. I am not familiar with optimization. Actually I want to implement something like quadprog in matlab. I cannot figure out how to do it by using ipopt. can anybody suggest me a sample programs?
>
> Thanks
> Abdulkadir
>
>
>
>
> _______________________________________________
> Ipopt mailing list
> Ipopt at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/ipopt


-- 
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan