[Ipopt] Using Ipopt for problems without analytical derivatives

[Ariyan Kabir]

Hello,


I have formulated some of my problems as *constrained optimization* and
some as *unconstrained optimization*. In both cases, the upper and lower
bounds for the variables are defined. However, I *do not have analytical
gradient, jacobian, and hessian available* for my problems.


I have some initial results using interior point method from MATLAB's fmincon.
I am looking for a c++ library for faster computation time. I came across
Ipopt and it looks promising for my problem.


I am new to Ipopt. I have installed the library and played with the example
problems. I need some help before I can proceed with using Ipopt for my
problem.


   - Is there any way I could *use Ipopt without writing the analytical
   gradient, jacobian, and hessian*?
   - Does the library currently support *numerical approximation* for them?
   If yes, could you please point me to the right documentation/example?
   - Moreover, can I use Ipopt for *unconstrained optimization* problems?

I will highly appreciate if you could help me kick-start using Ipopt in my
project. I look forward to your reply.

Best regards,
Ariyan

-- 
Ariyan M Kabir
PhD Student and Graduate Research Assistant
Department of Aerospace and Mechanical Engineering
Viterbi School of Engineering
University of Southern California
Los Angeles, CA 90089
Email: akabir at usc.edu, ariyan.kabir at gmail.com
Phone:
*+1 (703) 474-2784*
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