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<body class='hmmessage'><div dir='ltr'>I'm solving this problem with about 200 variables.<div><br></div><div>If I use the limited-memory hessian approximation I can get a solution after about 1 minute of computation.</div><div>If I provide IpOpt the exact hessian the convergence slows down a lot and I get a solution after 15 minutes or more.</div><div><br></div><div>The starting point is infeasible and very far from the solution. The solution is something about 0.6, both runs start with objective = 300 but when I use the limited memory approximation I can see the objective decreasing quickly to 1 and then converging to 0.6 at 'normal' speed. Whenever I provide the exact hessian I get a different behaviour: the objective starts at 300 and decreases at what seems a constant rate until the solution is reached.</div><div><br></div><div>The exact hessian is calculated correctly: I fill only the lower triangle and the derivative checker doesn't show any error.</div><div><br></div><div>I expected faster convergence with the exact hessian, why this behaviour?</div><div><br></div><div><br></div><div><br></div> </div></body>
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