[Ipopt] new_x

Stefan Vigerske stefan at math.hu-berlin.de
Mon Mar 27 10:17:34 EDT 2017


no, it doesn't tell you that.
I'm not sure that Ipopt itself always knows at the time of calling 
eval_f whether it will need the Hessian for that point later.

If the exact Hessian takes too long, you could try with Ipopt's Hessian 
approximation instead.


On 03/27/2017 03:23 PM, Bierlaire Michel wrote:
> Dear all,
> I am using IPOPT through the C++ interface.
> I am not sure how to use correctly the option “new_x” in the eval_* functions.
> My problem calculates a likelihood function by scanning a large database.
> It means that f takes a long time, g a very long time, and h a huge amount of time.
> But, when I calculate h, I have f and g almost for free.
> And when I calculate g, I have f almost for free.
> It means that,
> - for iterations that require f, g and h, I would need to only call h (and store f and g),
> - for iterations that require f and g, I would need to call g (and store f).
> - for iterations that require only f, I would calculate only f.
> But how can I use the ’new_x’ mechanism to implement that?
> The documentation says “The boolean variable new_x will be false if the last call to any of the evaluation methods (eval_*) used the same  values.”
> I do not want to calculate g and h each time eval_f is called. At the time of the call, how do I know if IPOPT will need g and h for this iteration? new_x does not tell me anything about it, does it?
> Thank you for your help.
> Best regards,
> Michel Bierlaire
> Transport and Mobility Laboratory
> School of Architecture, Civil and Environmental Engineering
> EPFL - Ecole Polytechnique Fédérale de Lausanne
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