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

[Fabian Wein]

Hi,

> I am using a finite-differences method (djacobix from Intel MKL) to
> find the gradient and jacobian, since no analitical expressions can be
> found (g(x) and f(x) require simulating the system).

Did you check, if your sensitivies can be found by the adjoint method? 
This is used
in topology optimization to find certain types of sensitivities 
efficiently
(FEM system needs to be solved for another right hand side and all 
gradients
can be efficiently given).

Fabian