[Coin-ipopt] RE: C++ Ipopt Windows

Andreas Waechter andreasw at watson.ibm.com
Fri Sep 16 11:49:18 EDT 2005

Hi Wujiang,

>    Do you have an option that I don't have to implement the first order
> partials (derivatives), i.e., can Ipopt run with derivatives free?
>    Thanks,

No.  The Fortran version of Ipopt has an option that estimates second
derivatives (with a quasi-Newton method), and the new code will have that
too at some point.  But first derivative must always be provided.

If you are looking for a code for derivative free optimization, you might
want to check the DFO code on COIN.  However, if the reason for derivative
free optimization is only that you want to avoid coding it, I really don't
think this is a good idea, because it makes things much slower and
unrobust.  Also, even if there is a quasi-Newton option for estimating
second derivatives, I think it usually pays off (better performance and
robustness) to code second derivatives, unless the Hessian matrix is



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