[Ipopt] Automatic Differentiation

Brad Bell bradbell at seanet.com
Tue Feb 28 16:43:27 EST 2017

If you are willing to use C++ to define the function, perhaps you would 
find the following useful:

On 02/28/2017 03:16 AM, Andrew Spiteri 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

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