Hi Vishal,

[email protected] wrote:
> Hello Sir,
> Hope you remember me. Recently I had been going through the ASCEND and the
> API of IPOPT and I came to the page
> http://ascendwiki.cheme.cmu.edu/NonproprietaryOptimization
> and one of the open question is the it should not require the use of
> Hessian matrices. But earlier you said that solving a Hessian matrix was
> our primary constraint.
>   

Yes, we have decided that providing exact second derivatives is a
valuable thing to do, and we want to implement this as part of our
complete implementation of IPOPT for ASCEND. How to calculate these
derivatives is described in this document:

http://ascendwiki.cheme.cmu.edu/Image:PhDthesisChungExactNumDiffChapt6.pdf

> Also, will the parsers(to take the input) be provided to us because I
> think we will have to just improve upon the software.
>   

Yes, ASCEND provides its own expression parsers. Indeed this is the main
thing it does: reads in a model file, and works out what the variables
and relations are. It then provides them via an API to any solvers that
anyone cares to write. The current ASCEND API knows how to calculate
first derivatives, but not second derivatives, and that is where the
challenge lies in this project.

> While I am writin out the application do I have to also specify which
> libraries I am going to use or the implementation of the deliverables
> which I think will use sufficient amount of calculus to explain.
>   

I think that implementation of autodiff for ASCEND will require writing
your own code from scratch. This is the main thing missing in the
current ASCEND hookup of IPOPT. See the source code solvers/ipopt and
base/generic/compiler/relation_util.c here:
http://ascendcode.cheme.cmu.edu/viewvc.cgi/code/branches/extfn/
> One thing that has been bugging me all the time is that I have done coding
> in C++ and have sufficient experience of the Mathematics required for the
> project but I have never written any GUI code,  but I can surely learn it
> in some time as I have holidays from 1 May and the coding starts from the
> 23 May which gives me sufficient time to learn some of the essentials for
> undertaking this project, but does this(no experience at present) affect
> the chances of my application to get selected?
>   

The non-proprietary optimisation project does not require any GUI
development. It is all pure C code (note: no C++ allowed).

Cheers
JP


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