<div>Hi all:</div><div><br></div><div>I have another simple question, but before let me explain in detail my problem.</div><div>I have a variational problem, which I have discretized. I have aproximately 3 500 000 of variables, where all of them are bounded (lb <= x <= ub). Besides, I have about 10 000 000 of constraints (one for each tetrahedron of my triangulation). Therefore:</div>
<div><br></div><div>- My objetive function have a vector gradient with the same number of variables with nonzero elements.</div><div>- The Hessian matrix of my objetive function has about 10 * (number of variables) nonzero elements.</div>
<div>- The gradient of my constraints has exactly 4 * (number of variables) nonzero elements.</div><div><br></div><div>My question is the follows: Is possible using IPOPT library for this big problem? and I cant reduce my problem.</div>
<div><br></div><div>On the other hand, I want to thank to Stefan for their very useful answers.</div><div><br></div><div>Best Regards and waiting for any suggestion</div><div>Juan Carlos</div>