31 lines
665 B
Mathematica
31 lines
665 B
Mathematica
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function g = ipopt_callback_g(x,model)
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global latest_x_g
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global latest_G
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global latest_g
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x = x(:);
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% Compute the nonlinear terms in the constraints and Jacobians for later
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[g,geq,dg,dgeq] = fmincon_con_liftlayer(x,model);
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% Append with linear constraints
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g = [g;geq];
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if ~isempty(model.A)
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g = [g;model.A*x - model.b];
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end
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if ~isempty(model.Aeq)
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g = [g;model.Aeq*x - model.beq];
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end
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% Append with Jacobians with linear terms
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G = [dg';dgeq'];
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if ~isempty(model.A)
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G = [G;model.A];
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end
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if ~isempty(model.Aeq)
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G = [G;model.Aeq];
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end
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% Save the Jacobian, and information about for which x it was computed
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latest_G = sparse(G);
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latest_x_g = x;
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