[Coin-ipopt] Handle the problem without using automatic differentiation

[Andreas Waechter]

Hi David,

Ipopt does not approximate any derivatives by finite differences.  If you
want to obtain derivatives that way, you could do so yourself in your code
that implements the computation of the Jacobian and Hessian.

At some point, Ipopt will have an option to approximate the Lagrangian
Hessian by quasi-Newton methods (the Fortran version already has that, but
the C++ version not yet).  But first derivatives will assumed to be
available from the optimization problem.

Regards

Andreas



On Tue, 20 Dec 2005, Zhongzhou Chen wrote:

> Hi, all:
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>
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> I am trying to solve a large scale optimization problem. Automatic
> differentiation is highly impossible due to the model structure.
>
> Is there an option to allow Ipopt to calculate the Jacobin and Hessian using
> finite difference?
>
> Should I try other software, like Conopt?
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>
>
> Thanks,
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>
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> David
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>