JuMP: Print value of subset of variables at each iteration

[Asbjørn Nilsen Riseth]

Is there a way to print out the value of a subset of my variables at each iteration, when using Ipopt? (increasing print_level gets messy)

I assume callbacks is the way to go. Is that correct, or are there easier ways to approach this?

E.g.

using JuMP

m = Model()

@variable(m, x, start = 0.0)

@variable(m, y, start = 0.0)

@NLobjective(m, Min, (1-x)^2 + 100(y-x^2)^2)

solve(m)
# Print the value of x at each iteration

[Miles Lubin]

You should look into Ipopt's info callback, which is not currently exposed through JuMP. Worst case you can hack JuMP to print out a part of the solution vector when JuMP is called by Ipopt for derivative evaluations.

[Asbjørn Nilsen Riseth]

Ah, not as straightforward as I hoped. Thanks, I might look into the Ipopt callbacks.

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