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

[Lewis I]

> Also I am not member of the IPOPT-Team:
>
> You do not need the Hessian if you use quasi-newtown approximation of 
> second derivatives (LBFGS). Set the option
> hessian_approximation=limited-memory
>
> However you need the Jacobian.
> If you have a set of constraints and are not sure which constraints are 
> used, you could define the Jacobian structure as being all possible 
> entries of any element.
>
> If you do not have the Jacobian functions you either have to do finite 
> difference approximation (which might lead to slow evaluation and 
> convergence problems) or automatic differentiation tool (I have heard
 
> about ADOL-C but never used it).
>
> Best Regards,
> Uwe
>   
Hi!
Thank you for your reply !

I have set this option and run it properly. 
I do not have a clear concept on optimization. 
Do there have any big difference between the default method than the quasi-newton approx. of second derivatives?
Will it decrease the accuracy of result? or it will only increase the number of iteration?

Thank you so much for your help!

Best Regards,
Lewis




      
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