Dear Matthew, Here is information given by Matlab when I used Adigator for both 1st and 2nd derivatives. Formatting matrices for the trapezoidal approximation Call to adigator: Transforming user function: 'obj_func' taking derivatives wrt: 'x'... Printing derivatives to file 'obj_func_ADiGatorGrd' Successfully transformed user function 'obj_func' to derivative function 'obj_func_ADiGatorGrd' Total file generation time: 7.2023 Call to adigator: Transforming user function: 'obj_func_ADiGatorGrd' taking...
Adigator just can't generate the Hes files (cons_func_ADiGatorHes) when I slightly increase the number of mesh points.
Hi Matthew, When I limited number of mesh points to a small size, I compared using both Adigator 1st and 2nd derivatives and only 1st derivatie with limited memory. I found (seems obvious) that using both 1st and 2nd derivatives given by Adigator gave me better results, with respect to NLP error etc. So I want to use both 1st and 2nd derivatives using Adigator for a larger problem size, and the memory problem appears. I have few idea about the math of Adigator. So could you let me know is my problem...
Hi Matthew, Thank you for your reply. In my problem, I have 9 states (so 9 dynamics equations), 5 controls, 5 path constraints, and around 1000 equally spaced mesh points (I am using trapezoidal for collocation). When generating Hessian ('cons_func_ADiGatorHes' and also object hessian), my laptop just crashed (8GB ram). Is this normal? I really have no idea :p Thank you..
Dear all, I am using adigator with ipopt for an optimal control problem, which I transferred to large NLP problem. I tried to use adigator to provide both first and second derivatives. However, the computer memory usage went to the maximum 32GB (what I have for a desktop computer) and later the programm crashes when computing Hessian. Do anyone have similar problem? How can I work this out? Thank you.
Dear all, I am using adigator with ipopt for an optimal control problem, which I transferred to large NLP problem. I tried to use adigator to provide both first and second derivatives. However, the computer memory usage went to the maximum 32GB (what I have for a desktop computer) and later the programm crashes when computing Hessian. Do anyone have similar problem? How can I work this out? Thank you.
Hey Matthew, thanks for the fix. Yes, I have solved the previous question already.
In Adigator V1.4, in file "adigatorGenFiles4Ipopt.m", line 326, originally: printf(Hfid,'conHes = sparse([],[],[],%1.0d,%1.0d);\n',n,n); should be: fprintf(Hfid,'conHes = sparse([],[],[],%1.0d,%1.0d);\n',n,n); The original code will cause error if 2nd derivative is calculated AND if there is path constraint.