[Coin-ipopt] Re: ipopt ohne Hesse-Matrix

[Andreas Waechter]

Hi Johannes,

Please send questions regarding Ipopt to the Ipopt mailing list at
http://list.coin-or.org/mailman/listinfo/coin-ipopt

Your question was whether you can use Ipopt without providing the Hessian
matrix.

The (old) Fortran version has already several implementations of
quasi-Newton approximations for the Hessian (see parameter IQUASI).  The
(unsupported, unstable, and maybe buggy) development version of the new
C++ code has an option for limited-memory approximation for the Hessian,
but this not yet in the "official" stable release of the C++ code.  You
are welcome to play with it, but installation and compilation might not
work, and you would have to figure out on your own how to use it.
Whenever we release a new official C++ version, this will have the
limited-memory quasi-Newton option available (no guarantees about
performance :).

I hope this helps

Andreas

On Wed, 1 Feb 2006, Johannes Zellner wrote:

> Hallo,
>
> kann ich ipopt auch ohne Hesse Matrix verwenden und wie?
> (Genaugenommen sind auch die Gradienten nur durch Differenzbildung
> zugänglich).
>
> viele Grüße
>
> --
> Johannes
>