Fortran iteration callback method

[jacobwilliams]

In the Fortran example, the ITER_CB() function can be called once per iteration. Is it possible to know what the x vector is in this routine for that iteration? It doesn't look like it. Can we assume that it will be the same x as was last called in EV_F(), or will that not always be the case?

[svigerske]

I am not so sure that you can assume that.
The iteration callback is called for the current iterate, but the eval-function may have been called for some trial points that were eventually not accepted before.

Ipopt 3.14 provides functions to get the current iterate during the iteration callback: https://github.com/coin-or/Ipopt/blob/stable/3.14/src/Interfaces/IpStdFInterface.c#L530
The hs071_f example has been extended to show a way how to call this function. However, it is a bit hackish. Maybe a proficient Fortran programmer has an elegant solution: https://github.com/coin-or/Ipopt/blob/stable/3.14/examples/hs071_f/hs071_f.f.in#L157-L161

[jacobwilliams]

Thanks! I will test it and can also suggest updates to this example. This F77 style has been obsolete for 30 years. Would there be any interest in a modern Fortran example?

[svigerske]

I wouldn't mind to add one in modern Fortran in addition.