[Ipopt] Linear Constraints at Ipopt
Stefan Vigerske
stefan at math.hu-berlin.de
Tue Mar 22 10:54:30 EDT 2011
Hi,
> I am working about a problem optimization wich has linear constraints. I
> have implemented these constraints like as the other (nonlinear) constraints
> using C++ interface (in methods eval_g and eval_jac_g of my TNLP class).
> However, I have saw, in the TNLP class, there is a method for constraints
> linearity (get_constraints_linearity). I would like to ask if is possible
> implementing my linear constraints using this method (instead of implemeting
> in eval_g). If yes, do I need include these constraints in the jacobian
> information, or the first derivative of these constraints is gotten in a
> automatic way? Again if yes, there is any convergence advantage in codifying
> at this way?
No, you need to implement linear constraints in eval_g and eval_jac_g.
The method get_constraints_linearity is just to tell Ipopt which
constraints are linear, so it can safe some computations by knowing that
for these constraints the gradient does not change (I guess).
> I am sorry if is a dummie question, but there is no example using the method
> get_constraints_linearity...
For each constraint i, i=0,...,m-1, you have to set
const_types[i] to Ipopt::TNLP::LINEAR, of constraint i is linear, or
Ipopt::TNLP::NON+LINEAR otherwise.
You may also implement get_variables_linearity to tell Ipopt which
variables appear only in linear parts of constraints and objective.
Stefan
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--
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan
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