[Ipopt] Lagrange multipliers during iterations using Ipopt

[Antonello Lobianco]

>From the documentation
<https://www.coin-or.org/Ipopt/documentation/node23.html#SECTION00053410000000000000>
it should, at least using the C++ interface:

virtual bool intermediate_callback()

This method is called once per iteration (during the convergence check),
and can be used to obtain information about the optimization status while
IPOPT solves the problem, and also to request a premature termination.
[...]
A frequently asked question is how to access the values of the primal and
dual variables in this callback. The values are stored in the ip_cq object
for the internal representation of the problem. To access the values in a
form that corresponds to those used in the evaluation routines, the user
has to request IPOPT's TNLPAdapter object to ``resort'' the data vectors
and to fill in information about possibly filtered out fixed variables.





On 17 May 2017 at 11:32, Alex Ferrer <aferrer at cimne.upc.edu> wrote:

> Yes, I need to know the values of the Lagrange multipliers during
> iterations. Does Ipopt (independetly of using Matlab) provide them?
>
> Thanks,
>
> Àlex
>
> On 14/05/17 22:25, Antonello L. wrote:
>
> sorry, I didn't read that you need it **during iterations**..
> Jump provides solver callbacks, but I am not sure you can use them in
> nonlinear programming nor to extract lagrangian values..
>
> On 14 May 2017 9:39 p.m., "Antonello Lobianco" <antonello at lobianco.org>
> wrote:
>
>> You could access IPOPT using Jump <http://jump.readthedocs.io/en/latest/>
>> instead of Matlab and get the lagrangian with getdual([constraint name]).
>> Antonello
>>
>> On 14 May 2017 at 11:34, Àlex Ferrer <aferrer at cimne.upc.edu> wrote:
>>
>>> Hi everyone,
>>>
>>> I am using Ipopt via the Matlab interface for solving my optimization
>>> problem.
>>>
>>> I need to know the values of the Lagrange multipliers during iterations
>>> and I could not find a way to get them from Ipopt.
>>>
>>> I was wondering if someone could help me with this.
>>>
>>> Thank you in advance,
>>>
>>> Àlex
>>>
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>>
>>
>>
>> --
>> Antonello Lobianco
>> AgroParisTech, Laboratoire d'Economie Forestière
>> 14 Rue Girardet - 54000 Nancy, France
>> Tel: +33.383396865 <+33%203%2083%2039%2068%2065>
>> Email, university: antonello.lobianco at inra.fr
>> <antonello.lobianco at nancy.inra.fr>
>> Email, personal: antonello at lobianco.org
>> http://antonello.lobianco.org
>>
>
> --
> Alex Ferrer
> *Ph.D. candidate student, M.Sc. Aeronautical Engineering*
> *CIMNE*
> a: Building C1 Campus Nord UPC C/ Gran Capità, S/N 08034 Barcelona, Spain
> w: www.cimne.com/  e: aferrer at cimne.upc.edu
>



-- 
Antonello Lobianco
AgroParisTech, Laboratoire d'Economie Forestière
14 Rue Girardet - 54000 Nancy, France
Tel: +33.383396865
Email, university: antonello.lobianco at inra.fr
<antonello.lobianco at nancy.inra.fr>
Email, personal: antonello at lobianco.org
http://antonello.lobianco.org
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