jeudi 6 avril 2023

Objective function consists of discrete and continuous parts CppAD ::ipopt

I am solving an optimization problem based on CppAD::ipopt library.

  • My objective function Z = Z1 + Z2.

  • The decision variables are x1 and x2.

  • Z1 is a continuous function

  • Z2 = V[f(x1, x2)] (Z1 based on a vector V, and index of vector V depends on x1 and x2). The vector V is indicated based on CppAD::VecAD. However, the vector always return an element as if x1 and x2 are equal to 0.

Was I right when using the CppAD::VecAD to indicate vector V ? Can you help me to solve this issue please ? Thank you so much and have a nice day!

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