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<p class=MsoNormal style='text-autospace:none'><font size=1 face="Courier New"><span
style='font-size:9.0pt;font-family:"Courier New"'>Hi Andreas and Carl,</span></font></p>
<p class=MsoNormal style='text-autospace:none'><font size=1 face="Courier New"><span
style='font-size:9.0pt;font-family:"Courier New"'> </span></font></p>
<p class=MsoNormal style='text-autospace:none'><font size=1 face="Courier New"><span
style='font-size:9.0pt;font-family:"Courier New"'>We are having some difficulty
accommodating the memory requirement for our Hessian storage (even when
exploiting sparsity). So we're contemplating implementing our own limited-memory
BFGS, but it seems that, in the C++ version of IPOPT,
IpoptCalculatedQuantities::curr_exact_hessian() is the only point of entry for
a Hessian calculation, and there are no Hessian-vector equivalent callbacks.
It also seems (from TSymLinearSolver::MultiSolve()) that the ma27 routines used
to solve for the search direction require a matrix and rhs, and there is no
interface for an iterative method that takes operator-type inputs. Is this
correct?</span></font></p>
<p class=MsoNormal style='text-autospace:none'><font size=1 face="Courier New"><span
style='font-size:9.0pt;font-family:"Courier New"'> </span></font></p>
<p class=MsoNormal style='text-autospace:none'><font size=1 face="Courier New"><span
style='font-size:9.0pt;font-family:"Courier New"'>If so, do you have any
suggestions of how to implement such a matrix-vector description of the
Hessian's action? Am I perhaps overlooking an interface that allows for this?
I recall you mentioned that there would be quasi-Newton capabilities in future
releases, do the plans also include a limited-memory option?</span></font></p>
<p class=MsoNormal style='text-autospace:none'><font size=1 face="Courier New"><span
style='font-size:9.0pt;font-family:"Courier New"'> </span></font></p>
<p class=MsoNormal style='text-autospace:none'><font size=1 face="Courier New"><span
style='font-size:9.0pt;font-family:"Courier New"'>Regards,</span></font></p>
<p class=MsoNormal><font size=2 color=black face=Arial><span style='font-size:
10.0pt;font-family:Arial;color:black'> </span></font></p>
<p class=MsoAutoSig><font size=2 color=black face=Arial><span lang=PT-BR
style='font-size:10.0pt;font-family:Arial;color:black'>--Ivan.</span></font></p>
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lang=PT-BR style='font-size:12.0pt;color:black'> </span></font></p>
<p class=MsoAutoSig><font size=2 color=black face=Courier><span lang=PT-BR
style='font-size:10.0pt;font-family:Courier;color:black'>----------------------------</span></font></p>
<p class=MsoAutoSig><font size=2 color=black face=Courier><span lang=PT-BR
style='font-size:10.0pt;font-family:Courier;color:black'>Ivan B. Oliveira</span></font></p>
<p class=MsoAutoSig><font size=2 color=black face=Courier><span lang=PT-BR
style='font-size:10.0pt;font-family:Courier;color:black'>SC12-205</span></font></p>
<p class=MsoPlainText><font size=2 color=black face=Courier><span
style='font-size:10.0pt;font-family:Courier;color:black'>(408)765-0584</span></font></p>
<p class=MsoNormal><font size=3 face="Times New Roman"><span style='font-size:
12.0pt'> </span></font></p>
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