[Coin-ipopt] How to use subroutine EV_HLV(...)

Su Ba adn_12t at hotmail.com
Wed Jul 27 10:15:17 EDT 2005

Dear Andreas,

1.  What is different between EV_H(...) and EV_HLV(...) ?  Could I save 
memory when I used EV_HLV(..)?

2.  Could you explain to me how to use subroutine EV_HLV(...)?

I have the problem of very large Hessian matrix.  Here is a small example of 
my Hessian:

            H2         0
H=                  .
             0           .

where:  Hi (which is one of H1,H2,...H16) are matrices of 6x6.  They have a 
similar form except their values.

Now, if I use subroutine EV_HLV(...) like this, is its definition like this 
correct? (Suppose that algorithm parameters are changed as Ipopt manual)

subroutine EV_HLV(...)
     do i=1,16
          calculate Hi =hi(X)                          (to get 6x6 matrix)
          do j=1,6
          calculate indice of k-th variable
          VOUT(k)=VOUT(k) + Hi*VIN(k)
          end do
     end do

Are dimension of VOUT and VIN 6x16 =96 in my example ?

Thank you in advance.


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