Parametric sensitivity calculation in the Nlpsol base class #724
Comments
what's the status of this? |
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. |
Postponed to 2.1. |
jaeandersson
added a commit
that referenced
this issue
Dec 25, 2015
Feature needs solver-independent reimplementation
jaeandersson
added a commit
that referenced
this issue
Feb 16, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 16, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 17, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 17, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 17, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 18, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 19, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 19, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 19, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 19, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 19, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 19, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 20, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 20, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 20, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 20, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 20, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 20, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 20, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 20, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 20, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 20, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 20, 2018
jaeandersson
added a commit
that referenced
this issue
Feb 21, 2018
This is in place and appears to be working reasonably well. |
jaeandersson
added a commit
that referenced
this issue
Apr 17, 2018
Solver has been renamed "qrqp". |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
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.
The text was updated successfully, but these errors were encountered: