[Ipopt-tickets] [Ipopt] #309: How does IPOPT solve?

[Ipopt]

#309: How does IPOPT solve?
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Reporter:  RMurphy        |      Owner:  ipopt-team
    Type:  clarification  |     Status:  new
Priority:  normal         |  Component:  Ipopt
 Version:  3.12           |   Severity:  normal
Keywords:                 |
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 I understand this question does really belong here, but I am really stuck
 and would be grateful for any help:

 I am confused with how IPOPT obtains both the matrix inertia and search
 directions from the linear system using the L-BFGS hessian approximation.

 I have read that IPOPT uses a LDL^T factorisation, but L-BFGS computes the
 inverse so I am unsure how the RHS matrix is factorised using the inverse
 formulation.

 Any help is appreciated.

 Thank you

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Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/309>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.