[Ipopt] Algorithm flow calling f(x) and g(x), same decision variables?

Martijn Disse M.W.Disse at student.tudelft.nl
Mon Sep 10 04:12:57 EDT 2012

Dear all,

In both my cost and constraint function I simulate the same system with an input based on the decision variables and some other non-varying user data.

In the case when the cost and constraint function are called with the same decision variables, to avoid redundant computations, I would would not like to simulate the system twice, but only once.

I want to use a userdata structure to pass on the simulation results from cost to constraints or vice versa. Therefore I am trying to find out how the algorithm flow works:

Does the IPOPT flow ever call cost and constraint with the same decision variables? If so, which one is called first?

I have modified the hs071 example and I found out that the constraint function is called first and then the cost function is called with the same decision variables. Is this generally the case?

I have looking into the publications, but was not very succesfull in finding an answer to my question. I am guessing it is quite a common problem, that why I am asking you :).

I appreciate you help,

Best regards,

Martijn Disse
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