[Ipopt] Ipopt Digest, Vol 95, Issue 10
Edson Cordeiro do Valle
edsoncv at enq.ufrgs.br
Thu Nov 15 14:13:33 EST 2012
Em 15-11-2012 15:00, ipopt-request at list.coin-or.org escreveu:
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> Today's Topics:
>
> 1. Re: optimization problems with complementarity constraints
> (Stefan Vigerske)
> 2. Off-diagonal elements in hessian are being doubled
> (Sean C McDuffee)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Thu, 15 Nov 2012 10:40:23 +0100
> From: Stefan Vigerske <stefan at math.hu-berlin.de>
> To: wei <zjuzw at sohu.com>
> Cc: ipopt <ipopt at list.coin-or.org>
> Subject: Re: [Ipopt] optimization problems with complementarity
> constraints
> Message-ID: <50A4B887.8030809 at math.hu-berlin.de>
> Content-Type: text/plain; charset=ISO-8859-1; format=flowed
>
> Hi,
>
> probably you mean Ipopt 2.3?
> It's still available at
> http://www.coin-or.org/Ipopt/ipopt-fortran.html
>
> However, it is not maintained anymore!
> As far as I know, there exists no Matlab interface for this version.
>
> Stefan
>
> On 11/13/2012 10:25 PM, wei wrote:
>> Hello every member: I've already used ipopt to solve nonlinear optimization problems through AMPL and MATLAB interface.And so far as I know,there exists an extension to ipopt called IPOPT-C that deals with complementarity constraints. It seems that only exsits Fortran version of IPOPT-C,can anyone give me more detailed information about IPOPT-C,such as how to download,how to use it with AMPL or MATLAB interface? Hope for your reply sincerely. Best Regards,Wei.
>>
>>
>>
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>>
Sean
When setting the Hessian structure you only need to inform the upper
diagonal structure of the Hessian and also the upper diagonal elements.
If you set the structure (all elements from upper and lower diagonal)
this behavior may happen. At least I noticed this behavior in sci-ipopt
an interface between Ipopt and Scilab.
Regards
>
> ------------------------------
>
> Message: 2
> Date: Thu, 15 Nov 2012 11:47:31 -0500
> From: Sean C McDuffee <scmcduff at blueskystudios.com>
> To: ipopt at list.coin-or.org
> Subject: [Ipopt] Off-diagonal elements in hessian are being doubled
> Message-ID: <50A51CA3.5050105 at blueskystudios.com>
> Content-Type: text/plain; charset=ISO-8859-1; format=flowed
>
> My hessian is filling out the following matrix:
>
> 300 0 0 0 -300 0 0 0 0 0 0
> 0 100 0 0 0 -100 0 0 0 0 0
> 0 0 100 0 0 0 -100 0 0 0 0
> 0 0 0 0 0 0 0 0 0 0 0
> -300 0 0 0 600 0 0 0 -300 0 0
> 0 -100 0 0 0 200 0 0 0 -100 0
> 0 0 -100 0 0 0 200 0 0 0 -100
> 0 0 0 0 0 0 0 0 0 0 0
> 0 0 0 0 -300 0 0 0 300 0 0
> 0 0 0 0 0 -100 0 0 0 100 0
> 0 0 0 0 0 0 -100 0 0 0 100
>
> but the derivative checker is outputting:
>
> * obj_hess[ 0, 4] = -6.0000000000000000e+02 v ~
> -2.9999999924257281e+02 [ 1.000e+00]
> * obj_hess[ 1, 5] = -2.0000000000000003e+02 v ~
> -1.0000000000000000e+02 [ 1.000e+00]
> * obj_hess[ 2, 6] = -2.0000000000000003e+02 v ~
> -1.0000000000000000e+02 [ 1.000e+00]
> * obj_hess[ 4, 0] = -6.0000000000000000e+02 v ~
> -2.9999999924257281e+02 [ 1.000e+00]
> * obj_hess[ 4, 8] = -6.0000000000000000e+02 v ~
> -2.9999999924257281e+02 [ 1.000e+00]
> * obj_hess[ 5, 1] = -2.0000000000000003e+02 v ~
> -1.0000000000000000e+02 [ 1.000e+00]
> * obj_hess[ 5, 9] = -2.0000000000000003e+02 v ~
> -1.0000000000000000e+02 [ 1.000e+00]
> * obj_hess[ 6, 2] = -2.0000000000000003e+02 v ~
> -1.0000000000000000e+02 [ 1.000e+00]
> * obj_hess[ 6, 10] = -2.0000000000000003e+02 v ~
> -1.0000000000000000e+02 [ 1.000e+00]
> * obj_hess[ 8, 4] = -6.0000000000000000e+02 v ~
> -2.9999999810570444e+02 [ 1.000e+00]
> * obj_hess[ 9, 5] = -2.0000000000000003e+02 v ~
> -1.0000000000000000e+02 [ 1.000e+00]
> * obj_hess[ 10, 6] = -2.0000000000000003e+02 v ~
> -1.0000000000000000e+02 [ 1.000e+00]
>
> I've checked my setup and the values array and it conforms to the above,
> correct matrix. Can anybody help?
>
> Thanks,
> Sean
>
>
> ------------------------------
>
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> End of Ipopt Digest, Vol 95, Issue 10
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