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Parametric sensitivity calculation in the Nlpsol base class #724

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jaeandersson opened this issue May 10, 2013 · 6 comments
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Parametric sensitivity calculation in the Nlpsol base class #724

jaeandersson opened this issue May 10, 2013 · 6 comments
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enhancement
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Version 3.4

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@jaeandersson jaeandersson commented May 10, 2013

The NLP solver base class has now an output for parametric sensitivities, see #566. This should be calculated during the optimization (possibly using the fact that it's an auxilliary output for the Hessian evaluation).

As a by-product of this calculation, correct multipliers could be calculated, which should be possible without extra overhead. This would resolve for example #667.
@jaeandersson jaeandersson mentioned this issue May 10, 2013
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@ghorn ghorn commented Oct 29, 2013

what's the status of this?
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@jaeandersson jaeandersson commented Oct 29, 2013

Not implemented, but relatively easy to implement. Suggested way forward: get it to work for SQPMethod (or other NLP solver), then move implementation to the base class.
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@jaeandersson jaeandersson commented Jul 10, 2014

Postponed to 2.1.
@ghorn ghorn modified the milestones: Version 2.2.0, Version 2.1.0 Oct 7, 2014
@jaeandersson jaeandersson mentioned this issue Dec 25, 2015
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jaeandersson added a commit that referenced this issue Dec 25, 2015
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Issue #724: Dropped support for sIPOPT
c34d1e0 
Feature needs solver-independent reimplementation
@jaeandersson jaeandersson modified the milestones: Version 3.0, Version 3.1 Jan 8, 2016
@jaeandersson jaeandersson modified the milestones: Version 3.2, Version 3.1 Oct 18, 2016
jaeandersson added a commit that referenced this issue Feb 16, 2018
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Issue #724 More work on ConicAs
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d142ec9
jaeandersson added a commit that referenced this issue Feb 16, 2018
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Issue #724 ConicAs full-step calculation
49b1bf0
jaeandersson added a commit that referenced this issue Feb 17, 2018
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Issue #724 Nlpsol AD variable naming
9da37a1
jaeandersson added a commit that referenced this issue Feb 17, 2018
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Issue #724 Refactored Nlpsol::get_forward for numerical stability
c6089d4
jaeandersson added a commit that referenced this issue Feb 17, 2018
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Issue #724 Refactored Nlpsol::get_reverse for numerical stability
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aca680a
jaeandersson added a commit that referenced this issue Feb 18, 2018
@jaeandersson
Issue #724 Work on ConicAs
a3543aa
jaeandersson added a commit that referenced this issue Feb 19, 2018
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Issue #724 Initial active set strategy for ConicAs
471cf7a
jaeandersson added a commit that referenced this issue Feb 19, 2018
@jaeandersson
Issue #724 ConicAs one step works
0ce5090
jaeandersson added a commit that referenced this issue Feb 19, 2018
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Issue #724 ConicAs: Careful update of lam_xk, lam_ak
f14b575
jaeandersson added a commit that referenced this issue Feb 19, 2018
@jaeandersson
Issue #724 Fixed handling of inactive constraints
6e4426a
jaeandersson added a commit that referenced this issue Feb 19, 2018
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Issue #724 Cleaned up ConicAs
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69458f3
jaeandersson added a commit that referenced this issue Feb 19, 2018
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Issue #724 Removed debug print
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117ea9c
jaeandersson added a commit that referenced this issue Feb 20, 2018
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Issue #724 Bugfixes, ConicAs
c30bf73
jaeandersson added a commit that referenced this issue Feb 20, 2018
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Issue #724 Eliminating NaNs
e38311d
jaeandersson added a commit that referenced this issue Feb 20, 2018
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Issue #724 ConicAs bugfixes
e219b1b
jaeandersson added a commit that referenced this issue Feb 20, 2018
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Issue #724 Another bugfix
57b7318
jaeandersson added a commit that referenced this issue Feb 20, 2018
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Issue #724 Yet another bugfix
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e125b7c
jaeandersson added a commit that referenced this issue Feb 20, 2018
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Issue #724 Termination criteria
57e2183
jaeandersson added a commit that referenced this issue Feb 20, 2018
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Issue #724 max_iter warning
cd63f54
jaeandersson added a commit that referenced this issue Feb 20, 2018
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Issue #724 ConicAs fixed lam_x issue
5e0b393
jaeandersson added a commit that referenced this issue Feb 20, 2018
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Issue #724 while loop instead of for loop
8521cc3
jaeandersson added a commit that referenced this issue Feb 20, 2018
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Issue #724 Refactored ConicAs
6eb7430
jaeandersson added a commit that referenced this issue Feb 20, 2018
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Issue #724 ConicAs: Handled weakly active constraints
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9d1cc69
@jaeandersson jaeandersson mentioned this issue Feb 21, 2018
Closed
jaeandersson added a commit that referenced this issue Feb 21, 2018
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Issue #724 ConicAs options
9c941b3
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@jaeandersson jaeandersson commented Feb 25, 2018

This is in place and appears to be working reasonably well.
jaeandersson added a commit that referenced this issue Apr 17, 2018
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Issue #724 Renamed ConicActiveSet -> QRQP
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9016bdd
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@jaeandersson jaeandersson commented Apr 17, 2018

Solver has been renamed "qrqp".
jaeandersson added a commit that referenced this issue Apr 17, 2018
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Issue #724 Fix 9016bdd
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07ce763
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