[Coin-ipopt] Opt. with only first derivatives

Stefan Vigerske stefan at vigerske.de
Sat Feb 24 05:14:44 EST 2007


Hi,

> If we have only first derivative of Objective function and Consts., is
> IPOPT
> suitable choice as optimization module?
> 
> How we can exploit IPOPT with such problems? (in the presented examples in
> package, Hessian were taken by IPOPT).

You can tell Ipopt to approximate the hessian so that you do not need to
implement 2nd derivates.
Please have a look at the Ipopt documentation:
http://www.coin-or.org/Ipopt/documentation/node49.html

Stefan



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