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sifipopt

apply ipopt function to a SIF problem

Calling Sequence

[xopt,fopt,extra]=sifipopt(siffile [,params])

Parameters

siffile

path of the SIF problem file

params

a parameter data structure which handles parameters allowing a fine tuning of ipopt (see the ipopt help page for details). Note however that sifipopt sets the nlp_lower_bound_inf and nlp_upper_bound_inf fields.

If it is not given sifipopt assigns the following fields:

hessian_approximation="limited-memory"

linear_solver="mumps"

tol=1.e-12

max_iter=5000

constr_viol_tol=1e-8

acceptable_tol=1.e-11

fopt

scalar, criterion at the found optimum

xopt

vector, optimum location

extra

a structure which handles the state of ipopt at the end of the optimization

  • extra.status:

    • 0 - Solve succeeded

    • 1 - Maximum number of iterations exceeded

    • 2 - Cpu time exceeded

    • 3 - Search direction became too small

    • 4 - Solved to acceptable level

    • 5 - Infeasible problem detected

    • 6 - User requested stop

    • 7 - Feasible point found

    • 8 - Diverging iterates

    • 9 - Restoration failed

    • 10 - Error in step computation

    • 11 - Invalid number detected

    • 12 - Not enough degrees of freedom

    • 13 - Invalid option

    • 14 - Insufficient memory

    • 15 - Internal error

  • extra.it_count iteration needed to solve the problem

  • extra.cpu_time cpu time needed to solve the problem

  • extra.fobj_eval) number of objective function evaluation

  • extra.fobj_grad_eval number of gradient of objective function evaluation

  • extra.constr_eval number of constraint function evaluation

  • extra.constr_jac_eval number of gradient of constraint function evaluation

  • extra.hess_eval number of hessian function evaluation

  • extra.dual_inf dual infeasibility of the problem

  • extra.constr_viol constraint violation

  • extra.complementarity complementarity

  • extra.kkt_error Khun Tucker error

Description

The sifipopt function decodes, compile, link the given problem and then call the Scilab function ipopt in order to solve the given problem.

Note that the ipopt toolbox must be previously loaded.

Examples

[fopt,xopt,extra]=sifipopt(get_sif_path()+'/sif/AIRPORT.SIF')

See Also

Authors


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