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PSOPT / psopt

PSOPT Optimal Control Software
GNU Lesser General Public License v2.1
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gradient and jacobian #40

Open dinesh286 opened 3 years ago

dinesh286 commented 3 years ago

How gradient and jacobian is computed in PSOPT to supply for IPOPT. I have gone through the example code, garadient of jacobian computation are not computed.

vmbecerra commented 3 years ago

Hello

The gradient and Jacobian used by the NLP solver are computed by the library Adol-C by default, or they are computed by finite differences (gradient) or sparse finite differences (Jacobian). The code for the finite differences is in file derivatives.cxx.

The code to compute the derivatives using Adol-c for IPOPT is included in file IPOPT_interface.cxx.