[Ipopt] Paper which describes the approximation of functions

[Andreas Waechter]

Hi Michael,

I'm not sure if this is helpful, but there is a short tutorial on Ipopt, 
which in Section 5 has a short summary of the algorithm in Ipopt. The 
URL to this report is http://drops.dagstuhl.de/opus/volltexte/2009/2089/

Other than that, for more detail you can look at the Ipopt paper listed 
on the Ipopt home page.

Regards,

Andreas Waechter

Associate Professor
Department of Industrial Engineering and Management Sciences
McCormick School of Engineering
Northwestern University
Evanston, IL 60208
USA


On 02/14/2012 08:57 AM, michael.gissler at gmx.net wrote:
> Hello everyone,
>
> I search a paper which describes the approximation of target function and constraint function(s) in IPOPT.
>
> Maybe with a good example for a better understanding (I'm no mathematician).
>
> Can someone help me with this?
>
> The MMA paper from Svanberg (the method of moving asymptotes—a new method for structural optimization) explains the approximation part of MMA very well, maybe there's something similary for IPOPT?
>
>
> Best regards,
>
> Michael