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

Lewis I lewis369lewis at yahoo.com
Thu Dec 17 00:16:59 EST 2009

> 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
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,

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