[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
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/ipopt/attachments/20120910/c3183d40/attachment.html>
More information about the Ipopt
mailing list