Dear Panagis,

Unfortunately, the callback mechanism was designed under the assumption that 
the non-linear part of the formulation was known and fixed. I think the best 
approach in the long run is going to be to re-design it so that the non-linear 
constraints and costs are handled in a generic fashion as well, providing code 
references to handle the function, Jacobian and Hessian evaluations.

I can't think of an easy way to keep things from getting very complicated and 
messy otherwise.

-- 
Ray Zimmerman
Senior Research Associate
419A Warren Hall, Cornell University, Ithaca, NY 14853
phone: (607) 255-9645




On Jun 17, 2012, at 4:30 AM, Panagis Vovos wrote:

> Dear All,
> 
> I am trying to add new variables in the OPF formulation and costs
> associated only with them in the objective function. I have read in
> the manual that this can be done using callbacks, so that the new OPF
> characteristics can be built as an independent MATPOWER module (so
> that someone can include it or not in his simulation). New z variables
> can be defined, together with their zmin and zmax boundaries. The same
> applies for the definition of costs However, it is not clear to me how
> can the Hessians and the Jacobians be defined, so that the ability to
> use external solvers (other than  MIPS) can be preserved. I can alter
> the Hessians and the Jacobians manually altering the appropriate code
> in MATPOWER, but this generally makes things very complicated and
> ruins the ability of building modules using callbacks (like in the
> reserves example). Do you have any suggestions, ideas, or workarounds?
> 
> Thank you for your time and help in advance,
> 
> Panagis Vovos
> 

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