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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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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.

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ghorn commented Oct 29, 2013

what's the status of this?

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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 commented Jul 10, 2014

Postponed to 2.1.

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jaeandersson commented Feb 25, 2018

This is in place and appears to be working reasonably well.

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jaeandersson commented Apr 17, 2018

Solver has been renamed "qrqp".

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