[Ipopt] about state variable and control variable in IPOPT

[Philipp Bender]

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Hello Kayan,

so you want to solve an optimal control problem with IpOpt?

Like: what is the best action u, given state x? (Maximize expected
reward or some such?)

I don't know if your approach is feasible at all, but if you intend
what I stated above, I think you should not make x part of your
optimization parameters, since you are interested in u. Then you have
a "normal" optimization problem, but with properties I am not aware of.

Best regards,
Philipp

- -- 
Dipl.-Ing. Philipp Bender
Wissenschaftlicher Mitarbeiter
ISPE/MPS

FZI Forschungszentrum Informatik
Haid-und-Neu-Str. 10–14
76131 Karlsruhe, Germany
Tel.: +49 721 9654-254

FZI Forschungszentrum Informatik am Karlsruher Institut für Technologie
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