[Ipopt] Algorithm flow calling f(x) and g(x), same decision variables?
Seth Watts
seth.e.watts at gmail.com
Mon Sep 10 10:24:04 EDT 2012
Hi Martijn -
Sorry, I assumed you were using C++ (although I'm not sure why). Although
I'm not an expert, I believe that you are right, and that a structure is
the cleanest way to pass my_f, my_g etc. into and out of your functions.
- Seth
On Mon, Sep 10, 2012 at 9:11 AM, Martijn Disse <M.W.Disse at student.tudelft.nl
> wrote:
> Hi Seth,
>
> Thank you for your reply! Your method sounds similar and very clean
> indeed. I am however using C and not C++. Correct me if I am wrong, but
> that means unfortunately I cannot use the class.
>
> I know that I can solve the problem using a structure, but perhaps there
> is a better (cleanera and faster) alternative in C. Any ideas?
>
> Best regards,
>
> -Martijn
> ------------------------------
> *Van:* Seth Watts [seth.e.watts at gmail.com]
> *Verzonden:* maandag 10 september 2012 15:35
> *To:* Martijn Disse
> *Cc:* Stefan Vigerske; ipopt at list.coin-or.org
>
> *Onderwerp:* Re: [Ipopt] Algorithm flow calling f(x) and g(x), same
> decision variables?
>
> Hi Martijn -
>
> Using the new_x flag is definitely the correct approach. I have a problem
> similar to yours in that evaluating the system state for a given set of
> optimization variables is costly, but once this is done, evaluating each of
> f, g, grad_f, jac_g is relatively easy.
>
> I include the following as class variables in MyNLP.cpp : my_f, my_g,
> my_grad_f, my_jac_g. Then, if new_x is true, I call a function to update my
> model and evaluate all of (my_f, my_g, etc.), and then for example the
> function eval_f would copy my_f to f. If new_x is false, then the function
> just needs to copy what is currently in my_f to f.
>
> In case I wasn't clear above, here is pseudocode of eval_f:
>
> bool MyNLP::eval_f(Index n, const Number* x, bool new_x, Number& obj_value)
> {
> if(new_x)
> {
> evaluate(<lots of variables>, my_f, my_g, my_df, my_dg);
> }
> obj_value = my_f;
> }
>
> Since these are class variables, they are visible to the class functions,
> so you don't need to explicitly create a structure or pass these variables
> into the functions. It is a fairly clean implementation.
>
> - Seth
>
> On Mon, Sep 10, 2012 at 3:57 AM, Martijn Disse <
> M.W.Disse at student.tudelft.nl> wrote:
>
>> 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
>> >
>> >
>> >
>> > _______________________________________________
>> > Ipopt mailing list
>> > Ipopt at list.coin-or.org
>> > http://list.coin-or.org/mailman/listinfo/ipopt
>> >
>>
>>
>
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