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IDProjectCategoryView StatusLast Update
0000435ascendipoptpublic2013-02-26 13:39
Assigned Tomahesh 
Status assignedResolutionopen 
Product Version0.9.7 
Target Version0.9.9Fixed in Version 
Summary0000435: extend reverse AD code for IPOPT to support external relations
DescriptionWhen 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.
TagsNo tags attached.


child of 0000560 assignedjohn optimisation of energy system models 



2012-08-10 10:21

administrator   ~0000897

Reminder sent to: ben

Hi 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?



2012-08-11 02:32

manager   ~0000898

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).


2012-08-11 09:56

administrator   ~0000900

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.

Issue History

Date Modified Username Field Change
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