<html><head><meta http-equiv="Content-Type" content="text/html charset=windows-1252"></head><body style="word-wrap: break-word; -webkit-nbsp-mode: space; -webkit-line-break: after-white-space;"><div>Dear all,</div><div>I have a large class of non smooth convex optimization problems with about 8000 dimensions and I am looking for c++ solvers to solve that. I tried level method (extremely slow due to built up of sub-gradients), optimal gradient method due to Nesterov (very slow convergence), limited memory bundle method (LMBM) (no compilable solver available, failed to compile LMBM). I want to ask whether ipopt can be applied to solve this problem, because it uses limited memory BFGS which i guess somewhat resembles the LMBM methods. If so, is there some c++ file examples showing a case where we don’t need to provide the Hessian. Thank you.</div><br><div apple-content-edited="true">
<div style="color: rgb(0, 0, 0); letter-spacing: normal; orphans: auto; text-align: start; text-indent: 0px; text-transform: none; white-space: normal; widows: auto; word-spacing: 0px; -webkit-text-stroke-width: 0px; word-wrap: break-word; -webkit-nbsp-mode: space; -webkit-line-break: after-white-space;">With regards,<br></div><div style="color: rgb(0, 0, 0); letter-spacing: normal; orphans: auto; text-align: start; text-indent: 0px; text-transform: none; white-space: normal; widows: auto; word-spacing: 0px; -webkit-text-stroke-width: 0px; word-wrap: break-word; -webkit-nbsp-mode: space; -webkit-line-break: after-white-space;">Chivalry</div></div></body></html>