View Issue Details
|ID||Project||Category||View Status||Date Submitted||Last Update|
|0000435||ascend||ipopt||public||2010-03-24 13:28||2013-02-26 13:39|
|Target Version||0.9.9||Fixed in Version|
|Summary||0000435: extend reverse AD code for IPOPT to support external relations|
|Description||When running trunk ASCEND (r2717) a crash was found running an evacuated tube solar collector model with IPOPT.|
I sent the model file to Mahesh and he's looking at the problem.
Probably due to the fact that the new hessian routines don't support external relations.
|Tags||No tags attached.|
Reminder sent to: ben
Maybe you could have a look at this one, since it relates to Mahesh's work with you on Reverse AD. Basically it would be fantastic if we could incorporate ability to optimise models that use external black box relations; currently there's a crash if you attempt to do that. I haven't managed to figure out how hard the changes would be, but I'm hoping not too bad?
Finite difference hessians are a numerical nightmare, and basically and impossibility if you don't have analytic gradients. Are you contemplating providing an analytic hessian bbox api and then making sure it gets supported by the same upper-level calls that are used for normal relations?
Many optimization algorithm developers prefer to compute approximate hessians which are guaranteed to be positive rather than use analytic hessians (not entirely sure why this is).
||That's was basically what I had imagined, perhaps hopefully with the ability to fall-back to second derivatives computed by finite difference on the first derivatives? We can certainly provide the first derivatives and maybe also the second derivatives for stuff like the thermo (FPROPS), with a little work.|
|2010-03-24 13:28||john||New Issue|
|2010-03-24 13:28||john||Status||new => assigned|
|2010-03-24 13:28||john||Assigned To||=> mahesh|
|2010-03-24 13:29||john||Target Version||=> 0.9.8|
|2010-07-31 12:19||john||Summary||crash with IPOPT => extend reverse AD code for IPOPT to support external relations|
|2011-02-22 17:34||john||Target Version||0.9.8 => 1.0|
|2012-08-05 14:09||john||Relationship added||child of 0000560|
|2012-08-10 10:21||john||Note Added: 0000897|
|2012-08-11 02:32||ben||Note Added: 0000898|
|2012-08-11 09:56||john||Note Added: 0000900|
|2013-02-26 13:39||john||Target Version||1.0 => 0.9.9|