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

Fabian Wein fabian.wein at am.uni-erlangen.de
Wed Sep 12 08:44:52 EDT 2012


> 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 
(FEM system needs to be solved for another right hand side and all 
can be efficiently given).


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