[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)?


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