[Coin-ipopt] Can Ipopt work if it is impossible to write analytical expression of Gradient, Jacobian and Hessian?

liangxingang liangxingang at hotmail.com
Tue Sep 5 08:42:05 EDT 2006


In my problem ,the objective and constraints are  get from a set of complex differential equations

throuth numerical intergration, so it is impossible to write analytical expression for Gradient, 

Jacobian and Hessian.

i have tried to set the "derivative_test" option as "second-order",but it doesn't works!

under this situation ,how to utilize Ipopt solve my problem?

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