[Ipopt] Manually loop the iteration

Stefan Vigerske stefan at math.hu-berlin.de
Sat Jul 18 14:17:52 EDT 2015


Ipopt/src/Algorithm/IpIpoptAlg.cpp has a function 
IpoptAlgorithm::Optimize which implements the "main loop" of Ipopt.
You could start there.

But if you just need to wait for additional data before providing Ipopt 
with a function value/gradient/hessian, the you could do this in the 
TNLP-callbacks, I believe.


On 07/09/2015 06:43 AM, Ronald Choe wrote:
> I am solving an optimization problem that can be broken down in multiple
> smaller optimization problems, ie distributedly. Each smaller problem
> can be solved individually, however, at each iteration step k, it needs
> the values of the set of optimization variables of (some of) the other
> optimization processes that are running in parallel. The problem is
> formulated as such that each smaller problem should be able to be solved
> using a NLP solver (without altering the actual solver algorithm).
> I could supply a callback function at each iteration step where for
> example the constraints are computed, however, I am not familiar with
> the entire code and it consists of quite a number of files. So I was
> wondering which files (and functions) I should zoom in to and narrow my
> focus on.
> Thanks!
> On 7/8/15 11:07 PM, Greg Horn wrote:
>> You can supply a callback, but what do you mean by supply the solver
>> with additional information? If you change the objective or constraint
>> function halfway through, bad things could happen
>> On Wed, Jul 8, 2015 at 8:56 PM Ronald Choe <ronaldchoe at hotmail.com
>> <mailto:ronaldchoe at hotmail.com>> wrote:
>>     I would like to manually loop the iteration so that at each
>>     iteration I can supply the solver with additional (varying)
>>     information (not dependent on the optimization variables), and
>>     also extract the values of the optimization variables at the
>>     respective time step.
>>     Which particular file should I look at in order to achieve this?
>>     Thanks!
>>     Ronald
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