[Coin-ipopt] Opt. with only first derivatives

[Andreas Waechter]

Hi,

Just to add something to what Stefan wrote:

The stopping criterion for Ipopt when it is using limited memory 
quasi-Newton Hessian approximation is not that great.  There was an 
exchange on the mailing list a few days ago:

http://list.coin-or.org/pipermail/coin-ipopt/2007-February/000700.html

Cheers

Andreas

On Sat, 24 Feb 2007, Stefan Vigerske wrote:

> 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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