[Ipopt] Direction of descent during iterations

Panos Lambrianides panos at soe.ucsc.edu
Fri Sep 25 00:17:21 EDT 2020


Hi Everyone,

I am researching a different way to construct the Hessian in a control
setting.

Is there a way to know the direction of descent during a given calculation
step in Ipopt?  In particular is there a way, from a user's point of view,
to access the calculated values of *d_k^x, d_k^\lambda* and *d_k^z* as well
as the step sizes *\alpha_k* and *\alpha_k^z *from the Ipopt paper below?
Are they available from the root TNLP class?

I see from the header that there is a method that I suspect may contain
these quantities.  Are there example of usage anywhere?
    virtual bool intermediate_callback(AlgorithmMode mode,
                                       Index iter, Number obj_value,
                                       Number inf_pr, Number inf_du,
                                       Number mu, Number d_norm,
                                       Number regularization_size,
                                       Number alpha_du, Number alpha_pr,
                                       Index ls_trials,
                                       const IpoptData* ip_data,
                                       IpoptCalculatedQuantities* ip_cq)


http://cepac.cheme.cmu.edu/pasilectures/biegler/ipopt.pdf

Thank you,
-- 
Panos Lambrianides
panos at soe.ucsc.edu
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