[Coin-ipopt] Using Hessian product

[Andreas Waechter]

Hi Rohallah,

> In my application, it is cheaper to calculate product of hessian of
> lagrangian with a vector, instead of direct calculation of hessian, is it
> any way to ambed such thing in "Ipopt" and avoid from intensive work.

In principle, one could use such Hessian-vector products when one is 
updating the Hessian approximation, but the software infrastructure 
doesn't allow this at the moment.

I would suggest you try to use the limited Hessian approximation, for 
which you won't need to implement anything with the Hessian, and just see 
what happens.  Please have a look at the documentation and previous 
postings to the mailing list that Stefan and I pointed out.

Good luck, and let us know if it works!

Cheers

Andreas