[Coin-ipopt] the approximationi of Hesse matrix

[Bruce]

Hello.everyone
As far as I see, the Ipopt requires the Hesse matrix as the input
But when the constraint is too complex to be expressed analytically, and I have to use some numeric method to calculate the 
constraint and conresponding gradient vector, how can I calculate the Hesse matrix numerically?
I just know there are some methods to a approximate the inverse of Hesse, but not for Hesse
I read some posts and guess that for a C++ version IPOPT, the current IPOPT does not support the approximation that I have to try a subroutine myself?

Thanks a lot!

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