solvers/exacthessian.py

This example looks at a use of an exact hessian for the NLP solvers

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See also
casadi::Function();
casadi::Function
Function object.
Definition: function.hpp:60
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27 from casadi import *
28 from numpy import *
29 import casadi as c
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33 x=SX.sym('x')
34 y=SX.sym('y')
35 obj = (1-x)**2+100*(y-x**2)**2
36 constr = x**2+y**2
37 nlp={'x':vertcat(x,y), 'f':obj, 'g':constr}
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41 solver = nlpsol('solver', 'ipopt', nlp)
42 sol = solver(lbx=-10, ubx=10, lbg=0, ubg=1)
43 print('Optimal solution (exact Hessian): %s' % sol['x'])
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47 solver = nlpsol('solver', 'ipopt', nlp, {'ipopt.hessian_approximation':'limited-memory'})
48 sol = solver(lbx=-10, ubx=10, lbg=0, ubg=1)
49 print('Optimal solution (BFGS): %s' % sol['x'])
casadi::nlpsol
CASADI_EXPORT Function nlpsol(const std::string &name, const std::string &solver, const SXDict &nlp, const Dict &opts=Dict())