use numerical sensitivities + fmincon #84

alexe15 · Apr 6, 2020 · 61b4357 · 61b4357
1 parent 82c7dc9
commit 61b4357
Show file tree

Hide file tree

Showing 2 changed files with 14 additions and 4 deletions.
diff --git a/src/core/createLocSolAndSens.m b/src/core/createLocSolAndSens.m
@@ -12,10 +12,20 @@
 % [ sProb.nnlp, sProb.gBounds, sProb.rhoCas, sProb.lamCas, sProb.SSig ] = ...
 %                                            createLocalSolvers(sProb, opts);
 
+% compute sensitivities (gradient, Jacobian, ...)
+sProb.rhoCas = opts.sym('rho',1,1);
+if ~isfield(sProb, 'sens')
+    fprintf('Using casadi to compute sensitivities...')
+    sProb.sens = createSens(sProb, opts);
+    fprintf('done\n\n');
+else
+    fprintf('Using given sensitivities...\n');
+end
+pause(1)
+
 [ sProb.nnlp, sProb.gBounds, sProb.rhoCas] = createLocalSolvers(sProb, opts);
 
-% compute sensitivities (gradient, Jacobian, ...)
-sProb.sens          = createSens(sProb, opts);
+
 
 % set up a merit function for line search
 sProb.Mfun          = createMfun(sProb, opts);

diff --git a/src/core/createLocalSolvers.m b/src/core/createLocalSolvers.m
@@ -27,8 +27,8 @@
     if use_fmincon
         pars = [];
         funs = sProb.locFuns;
-        jacs = sProb.locSens;
-        solve_nlp = @(x, z, rho, lambda, Sigma, pars)build_local_NLP(funs.ffi{i}, funs.ggi{i}, funs.hhi{i}, sProb.AA{i}, lambda, rho, z, Sigma, x, sProb.llbx{i}, sProb.uubx{i}, jacs.ggi{i});   
+        sens = sProb.sens;
+        solve_nlp = @(x, z, rho, lambda, Sigma, pars)build_local_NLP(funs.ffi{i}, funs.ggi{i}, funs.hhi{i}, sProb.AA{i}, lambda, rho, z, Sigma, x, sProb.llbx{i}, sProb.uubx{i}, sens.JJac{i});   
     else
         assert(isfield(sProb, 'locFunsCas'), 'locFunsCas field is missing')
         nlp_reference = build_nlp_reference(sProb.xxCas{i},...