Lasso problem with Ipopt: how to pass the data to Ipopt for PDE-constrained optimization about ipopt.jl HOT 3 CLOSED

Are you using the low-level interface? You can make a closure. If the function you want to write looks like eval_f(x, data) then just send x -> eval_f(x, data) as the function when you call createProblem. On Julia 0.5 that should be the same performance. On Julia 0.4 it might have a little bit of a performance penalty but for a large problem most of the time should be spent in the Ipopt linear algebra rather than function evaluations.

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Thanks for the reply.
I am using Julia interface (5.0) . As you said I made a closure as follows:

function testfunc(x,data)
function eval_f(x,data)
println(data)
return x[1] * x[4] * (x[1] + x[2] + x[3]) + x[3]
end
return eval_f
end
.
.
.
global data = 10
prob = createProblem(n, x_L, x_U, m, g_L, g_U, 8, 10,
testfunc, eval_g, eval_grad_f, eval_jac_g, eval_h)
.
.
.

data is defined as a global variable. Now I have this error: Could you please tell what is wrong here?

ERROR: LoadError: MethodError: no method matching testFunc(::Array{Float64,1})
Closest candidates are:
testFunc(::Any, !Matched::Any) at /Users/fatimachegini/.julia/v0.5/Ipopt/example/hs071.jl:11
in eval_f_wrapper(::Int32, ::Ptr{Float64}, ::Int32, ::Ptr{Float64}, ::Ptr{Void}) at /Users/fatimachegini/.julia/v0.5/Ipopt/src/Ipopt.jl:89
in solveProblem(::Ipopt.IpoptProblem) at /Users/fatimachegini/.julia/v0.5/Ipopt/src/Ipopt.jl:304
in include_from_node1(::String) at ./loading.jl:426
in include_from_node1(::String) at /Applications/Julia-0.5.app/Contents/Resources/julia/lib/julia/sys.dylib:?
in process_options(::Base.JLOptions) at ./client.jl:262
in _start() at ./client.jl:318
in _start() at /Applications/Julia-0.5.app/Contents/Resources/julia/lib/julia/sys.dylib:?
while loading /Users/fatimachegini/.julia/v0.5/Ipopt/example/hs071.jl, in expression starting on line 113

from ipopt.jl.

Hi,
I defined the data as a global variable, now it works. 👍

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