[Ipopt] evaluating only a subset of constraints

[Florian Oswald]

Hi all,

I would be interested to know whether IPOPT supports functionality similar
to this nonlinear optimiser from the NAG library:
http://www.nag.co.uk/numeric/fl/nagdoc_fl25/html/e05/e05ucf.html

The question concerns evaluation of the constraint function. Suppose there
are N constraints, and each of them is very costly to compute. If during
the optimisation in a given iteration only a subset of constraints needs to
be evaluated, that NAG function has an argument that is the index of all
constraints required for the current iteration, and the user only has to
compute those constraints.

I would like to use IPOPT for this project but I need to convince some
coauthors first. if you could give me a hint of whether anything like that
is possible to implement, I'd be very grateful.

Best,
Florian
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