[Ipopt] periodic boundary condition (modifying variables

Stefan Vigerske stefan at math.hu-berlin.de
Tue Apr 2 11:53:03 EDT 2013


I don't think that this is possible without implementation somewhere 
deep in Ipopt.
Could you let the variables free and just project their values into 
[0,L] inside your evaluation routines?


On 04/02/2013 01:45 PM, Knut Heidemann wrote:
> 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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