[Ipopt] sIpopt example - Factor 0.5 in Lagrangian Hessian

[Stefan Vigerske]

Hi,

my guess: Since the Hessian is symmetric, Ipopt only expects the 
lower-triangle part of the Hessian to be given. However, it doesn't 
enforce this, but just doubles every off-diagonal element implicitly.
So a 0.5*lambda[1] in positions (1,5) and (5,1) will be treated as a 
lambda[1] in (1,5) and (5,1). Nicer it had been to provide only a 
lambda[1] in (1,5). However, I don't know whether sIpopt has some 
special requirements.

Stefan


On 01/29/2018 07:37 AM, Alexander Reiter wrote:
> Dear members of the Ipopt mailing list,
> 
> I'm quite new to the C++ interface to Ipopt (and sIpopt), so this question might
> be trivial. So far I have only used Ipopt through the CasADi interface.
> 
> In the sIpopt example
> https://projects.coin-or.org/Ipopt/browser/releases/3.12.9/Ipopt/contrib/sIPOPT/examples/parametric_cpp/parametricTNLP.cpp
> Lines 187, 188
> I discovered factors 0.5 for the multiplier part of Lagrangian Hessian. Looking
> at the KKT system (27) in
> https://projects.coin-or.org/Ipopt/export/1992/trunk/Ipopt/contrib/sIPOPT/doc/sipopt_manual.pdf
> I cannot find these factors. Are they required by convention for the C++ interface?
> 
> Thanks.
> 
> Kind regards,
> Alexander Reiter
> 
> -- 
> *DI Alexander Reiter, BSc*
> University Assistant
> Institute of Robotics
> 
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