[Ipopt] Can i use IPOPT without the input of Jacobian Matrix and the Hessian of the Lagrangian?

[Lewis I]

Hello Ipopt-Team,

I am a MPhil. Student at the Simon Fraser University. I am working on a research which requires the nonlinear optimization.

I would like to use Ipopt. I have tried the pre-complied binaries for Windows (C++) and read the examples.
And I found that Ipopt require the input of Jacobian Matrix and the Hessian of the Lagrangian before the calculaion of the optimization.
Because one of the requirement of my program is to allow it can be more interactive.
I can not predefine the Jacobian Matrix and the Hessian of the Lagrangian for all constraints, because the constraints will be changed at different situations.
Do there exist any method to compute these matrix from the set of provided constraint functions automatically?

Thank you very much for your help.

Best regards
Lewis



      
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://list.coin-or.org/pipermail/ipopt/attachments/20091216/e8f6cbb9/attachment.html