[Ipopt] Questions about IPOPT

[Stefan Vigerske]

Hi,

> it seems that IPOPT need the information about the gradient, Jaccobian 
> matrix and Hessian matrix of the optimization problem.
> but it my problem is way too large to get the explicit matrices, is the 
> IPOPT going to work properly if I set all the matrix to be zero?

No.
You can let it approximate the hessians, but it needs at least exact 
first derivatives.
Maybe the following can be helpful for you:
http://www.coin-or.org/CppAD/Doc/ipopt_cppad.cpp.htm

Best,
Stefan