ipopt 使用总结

options.auxdata = struct( ...
    'om',       om, ...
    'Ybus',     Ybus, ...
    'Yf',       Yf(il,:), ...
    'Yt',       Yt(il,:), ...
    'mpopt',    mpopt, ...
    'il',       il, ...
    'A',        A, ...
    'nA',       nA, ...
    'neqnln',   neqnlnnumber, ...
    'niqnln',   niqnlnnumber, ...
    'Js',       Js, ...
    'Hs',       Hs    );

%% define variable and constraint bounds
options.lb = xmin;
options.ub = xmax;
if gTOTAL_Scenarios==1
    options.cl = [zeros(2*nb*gTOTAL_Scenarios, 1); -Inf*ones(2*nl2*gTOTAL_Scenarios, 1); l];
    options.cu = [zeros(2*nb*gTOTAL_Scenarios, 1);     zeros(2*nl2*gTOTAL_Scenarios, 1); u];
else
    options.cl = [zeros(2*nb*gTOTAL_Scenarios, 1); -Inf*ones(2*nl2*gTOTAL_Scenarios+2, 1); l];
    options.cu = [zeros(2*nb*gTOTAL_Scenarios, 1);     zeros(2*nl2*gTOTAL_Scenarios+2, 1); u];   
end
%% assign function handles

%需要提供目标函数，目标函数梯度，约束，约束雅克比矩阵，约束海森矩阵

最重要的是Js Hs ,雅克比和海森矩阵中不为0的元素指示矩阵，一定要对应，不然会导致不收敛的出现
funcs.objective         = @objective;
funcs.gradient          = @gradient;
funcs.constraints       = @constraints;
funcs.jacobian          = @jacobian;
funcs.hessian           = @hessian;
funcs.jacobianstructure = @(d) Js;
funcs.hessianstructure  = @(d) Hs;
%funcs.jacobianstructure = @jacobianstructure;
%funcs.hessianstructure  = @hessianstructure;

%% run the optimization
[x, info] = ipopt(x0,funcs,options);

另外相关的使用知识 参照目录下的example