[Ipopt] windows binary of sIPOPT

[Novalio Daratha]

Hi Hans,

On Thu, Jun 7, 2012 at 9:47 PM, Hans Pirnay <hans.pirnay at rwth-aachen.de>wrote:

> Hi Novalio,
>
> > I would like to know if windows binary of sIPOT is available for
> download in
> > internet or not. I have zero experience in compiling C/C++ code on
> windows.
> > I just want to have a try and see how it can be used in my work. What I
> need
> > this time are:
>
> there are no sIPOPT binaries available for download. However, sIPOPT
> is a library (and an AMPL executable) that link against the Ipopt
> library. The biggest difficulty in compiling Ipopt on Windows systems
> are the Fortran libraries. If you have Ipopt working, this problem has
> been solved already, and compiling sIPOPT should not be a big deal.
>
> >
> > 1. sensitivity factor of objective function with respect to a variable
> > change.
> > 2. sensitivity factor of constraint function with respect to a variable
> > change.
>
> What exactly do you mean by sensitivity factor?
>
>
I mean the first derivative only, the Jacobian. If I undestand it
correctly, sIPOPT can be used for the first one. For the second one, I
still do not have any idea.


> sIPOPT treats problems of the form
>
> min_x f(x,p)
> s.t. c(x,p) = 0
> x>=0
>
> where x are decision variables and p are parameters, which are fixed
> for the run of the optimization problem.
> sIpopt then aides in computing several things, among them
>
> - the sensitivity of the decision variables w.r.t. the parameters   dx/dp
> - given a nominal solution x(p_0), compute x(p) for small |p-p_0|
>
> There is a paper describing the capabilities of sIPOPT at
> http://www.optimization-online.org/DB_HTML/2011/04/3008.html
>
>
I think it is important for me to read your paper soon. Only after that I
can decide to use sIPOPT or not.


> Also note that sIpopt has recently been re-implemented from scratch.
> The code can be found at
> https://github.com/athrpf/sipopt2
> this new code introduces parameters explicitly into Ipopt. If you are
> seriously considering using sIPOPT, you should look into the new
> version. Among many other technical advantages, its AMPL interface is
> much easier to use.
>
> Hope this helps
> Hans Pirnay
>

Best regards.

Novalio Daratha
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/ipopt/attachments/20120608/47b8fe94/attachment.html>