[Ipopt] bi-level optimization (recursive calls to Ipopot)

Brad Bell bradbell at seanet.com
Sat Aug 22 10:50:58 EDT 2020


For some applications the objective for one optimization problem depends on the solution of a 
another problem.

I wrote a simple test to check if the problem I having with ipopt verbose output was related to 
recursively calling Ipopt (having the evaluation of the objective call Ipopt to solve another 
problem). As it tured out, this is not the problem.

I thought that a simple recursive example might be of use the Ipopt community, so I am including it 
in the attached file recursive_nlp.cpp
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