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

[Martijn Disse]

Hi,

Thank you for your response. Just for sake of completeness on this topic: the documentation mentions x_new as:

"new_x: (in), false if any evaluation method was previously called with the same values in x, true otherwise."

I will investigate how to implement this for my particular case.

Best regards,

-Martijn

________________________________________
Van: Stefan Vigerske [stefan at math.hu-berlin.de]
Verzonden: maandag 10 september 2012 10:39
To: Martijn Disse
Cc: ipopt at list.coin-or.org
Onderwerp: Re: [Ipopt] Algorithm flow calling f(x) and g(x), same decision variables?

Hi,

I think Ipopt does not want to give promises on which order functions
are evaluated.
You can check the newx flag that is passed with each function evaluation
to see whether *some* evaluation function has been called for the same
point already.

Stefan

On 09/10/2012 10:12 AM, Martijn Disse wrote:
> 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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