[Ipopt] Automatic Differentiation
Andrew Spiteri
andrew.spiteri at um.edu.mt
Tue Feb 28 05:16:26 EST 2017
Hi all,
I am currently using IPOPT through the MATLAB interface. Since I have
rather complex functions, the Jacobians and Hessians are being
calculated automatically using INTLAB's automatic differentiation
feature. However, I am at times finding INTLAB difficult to use, since
it does not support direct use of some built-in functions such as
interp1 and atan2.
I've also tried out ADiMat, but couldn't get the source code
transformation routine to work (due to search path problems). I also
tried ADiMat's finite difference function, which worked but was
extremely slow and thus I couldn't adopt it.
I would like to hear recommendations for other automatic differentiation
tools/setups which you found useful. Thanks.
Best regards,
Andrew Spiteri
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