[Ipopt] If statement in objective function

Andrea Walther andrea.walther at uni-paderborn.de
Mon Sep 19 02:05:14 EDT 2011


> I don't know how AMPL computes derivatives for functions containing
> if-statements, but you should make sure that you have at least
> continuous first derivatives for Ipopt to work.

as far as I know, AMPL uses Automatic Differentiation for the derivative
calculation. Therefore, as long as you are not right at the kink caused
by the if statement you get a derivative that is valid in a certain
region around the current point. However, if this point is close to the
kink the derivative information perhaps is not that useful. This might
cause the problems in the optimisation process.

Best regards,

Andrea Walther

Prof. Dr. Andrea Walther
Lehrstuhl fuer Mathematik und ihre Anwendungen
Institut fuer Mathematik
Universitaet Paderborn
Warburger Str. 100
33098 Paderborn

Email: andrea.walther at uni-paderborn.de
Phone: ++49 5251 602721
Fax:   ++49 5251 603728


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