[Ipopt] Automatic Differentiation

[St. John, Peter]

Have you looked at CasADi? There¹s a MATLAB interface (though I¹ve never
used it) and it should be able to handle passing derivatives to the IPOPT
interface.

https://github.com/casadi/casadi/wiki




-- 
Peter St. John
Postdoctoral Researcher | Biosciences Center

National Renewable Energy Laboratory (NREL)
15013 Denver West Parkway | Golden, CO 80401
303-384-7969
peter.stjohn at nrel.gov | www.nrel.gov




On 2/28/17, 10:00 AM, "Ipopt on behalf of ipopt-request at coin-or.org"
<ipopt-bounces at coin-or.org on behalf of ipopt-request at coin-or.org> wrote:

>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
>