Hi Nikhil Calculation of the hessian matrix will be done following a similar procedure to the relman_diff2 function in base/generic/system/relman.h. So far all we have is "relman_hessian_count", which is not yet implemented. http://ascendcode.cheme.cmu.edu/viewvc.cgi/code/branches/extfn/base/generic/system/relman.h?view=markup
The contact of this code in the IPOPT solver is here: http://ascendcode.cheme.cmu.edu/viewvc.cgi/code/branches/extfn/solvers/ipopt/asc_ipopt.c?view=markup We need the remaining pieces of the hessian evaluation to be implemented, including symbolic second differentiation of expressions, which will be somewhat challenging. After that is done, we will have that code available to all future optimisation solvers. The symbolic differentiation code you have written will have helped you to understand how this is done, but I imagine that you would have to write new code in the context of how ASCEND stores its expressions etc. You may wish to contact Prof Kumar, and see if he has any interest in giving you assistance in your work. It might help your application. I'm sure he won't mind you coming from another department. Cheers JP Nikhil Sarda wrote: > Sir, > I had a doubt regarding your proposal. Will I be given a function > y(x1,x2,....,xn) in a symbolic form (as a string maybe?) and then > asked to find its hessian matrix? What operations will be required to > carry out? I have some code I wrote for symbolic differentiation, I > dont know if that could be useful for your project. > Sincerely > Nikhil Sarda > > PS: I am not in contact with Prof Kumar as he is in the CS dept while > I am a student of Maths -- Dr John Pye Dept of Engineering Australian National University ------------------------------------------------------------------------------ Apps built with the Adobe(R) Flex(R) framework and Flex Builder(TM) are powering Web 2.0 with engaging, cross-platform capabilities. Quickly and easily build your RIAs with Flex Builder, the Eclipse(TM)based development software that enables intelligent coding and step-through debugging. Download the free 60 day trial. http://p.sf.net/sfu/www-adobe-com _______________________________________________ Ascend-sim-users mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/ascend-sim-users
