[Ipopt] periodic boundary condition (modifying variables
Knut Heidemann
heidemannknut at gmail.com
Tue Apr 2 07:45:22 EDT 2013
Hi everyone,
I am searching for the feature in IPOPT, which allows me to modify the
optimization variables in between iterations.
In particular, I want to apply periodic boundary conditions on my
problem, meaning that every time a variable leaves the interval [0,L], I
want to do the following:
If x < 0 : x+=L
If x > L : x-=L
Is there a way of realizing this such that none of the values stays
outside the interval in between two steps of the "lowest" optimization
level (inside the Newton type iteration)?
Best,
Knut.
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