[Ipopt-tickets] [Ipopt] #45: Suggestion

[Ipopt]

#45: Suggestion
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Reporter:  kapurash           |       Owner:  ipopt-team
    Type:  enhancement        |      Status:  new       
Priority:  normal             |   Component:  Ipopt     
 Version:  3.3 (C++ Version)  |    Severity:  normal    
Keywords:                     |  
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 Just a suggestion and I don't know enough about the inner workings of
 Ipopt to know how feasible this is.

 Basically there are problems where the hessian is large and dense but it
 has structure so it's very easy and fast to compute the product of the
 hessian and an arbitrary vector, both for the hessian of the objective
 function and the constraints.  Clearly in this situation it's possible to
 not use second derivatives and ipopt does very well vs commercial solvers
 I also use when both use only first derivatives.  However, two of the
 commercial solvers also have the option of using hessian vector products
 instead of the hessians themselves and perform much better than ipopt
 either with or without the hessian when used like this.

 Just wondering if this is something the developers had considered and how
 hard it would be.  I'd be happy to help.

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Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/45>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.