[Ipopt] SNOPT to IPOPT

[Karla Telidetzki]

Hello all,

I have a fairly large aerodynamic shape optimization code, written in
Fortran, which is currently using SNOPT. I am trying to implement IPOPT as
well to see if we can get improved performance for some of our more
difficult problems. Since we are already using a gradient based
optimization code, all the required functions and gradients are already
coded, and just need to be interfaced with IPOPT. My issue comes down to
how to best implement the flow solve component. After each optimization
iteration, a flow solve must be performed using the new design variables,
and the resulting functions and gradients are calculated based on this flow
solve. Therefore each subroutine (EV_F, EV_GRAD_F, EV_G, EV_JAC_G) depend
on the results of this flow solve. SNOPT only requires a single user
generated subroutine that calculates the functions and gradients, and the
flow solve is currently called within this subroutine. I was wondering if
anybody has any suggestions on how to best call the flow solve after each
optimization iteration, such that all 4 subroutines can then use the
information.

Thanks,

Karla Telidetzki
University of Toronto
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