[Ipopt] Question about ipopt modification

Ma Yudong myd07 at berkeley.edu
Wed Jan 11 19:13:59 EST 2012


Hi all
I am currently trying to modify the ipopt codes to better explore the
sparse structure of hessian.
For some specific optimization problems, the newton steps of the KKT
conditions (or cholesky factorization of the hessian)
can be evaluated in a more efficient way. At the meantime, I want to take
advantage of all the heuristics such as filter step lengh control
implemented by Ipopt for robustness and convergence property.

It would be great if anyone can shed me some light on where to start to
replace the section of codes that calculates the KKT Newton steps.
Another possibility is can someone share some version of simple ipopt codes
that are written in matlab that implements the filter-based
step length control so that I can easily modify the codes.

Any suggestions are highly appreciated.
Thanks
Yudong Ma

-- 
Thank you very much
Yours
Yudong Ma
Ph.D. candidate
Department of Mechanical Engineering
2169 Etcheverry Hall
University of California
Berkeley, CA 94720-1740
email: myd07 at berkeley.edu
Homepage: http://www.mpc.berkeley.edu/people/yudong-ma
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