[Ipopt] Showing Hessian in optimal solution

[Andreas Waechter]

Hi Jelmer,

If you set the (file_)print_level high enough, Ipopt will write out also 
matrix data - this will then happen for all iterations, also for the last 
one, so if you want to see the Hessian matrix for debugging purposes, you 
can use that option (but it will usually a huge amount of data for 
larger problems).

Otherwise, since the finalize_solution method is in your TNLP, you could 
just call your eval_h method from the same TNLP to compute the Hessian 
again at the solution point (or if you want to avoid recomputation, you 
could store the Hessian values in your TNLP class after you compute them, 
and then the values would be available in the finalize_solution call).

Otherwise, going through ip_data and ip_cq might be a hassle, since the 
data is store in Ipopt objects which might be not so convenient for you to 
work with.  Of course, you can try to find your way through these classes 
(and the Doxygen documentation might be helpful) if you really wanted 
to...

Regards,

Andreas

On Mon, 22 Jun 2009, Jelmer Ypma wrote:

> Dear all,
>
> I'm solving a problem using the C++ interface to Ipopt, which works
> perfectly fine, so thanks a lot for making Ipopt publicly available!
>
> Is it possible to show the values of the Hessian in the optimal
> solution? I'm guessing the Hessian (or its approximation) is available
> somewhere, maybe in ip_data or ip_cq (Calculated Qunatities), so you
> can print it in finalize_solution. However, I wasn't able to figure
> out the specifics from the mailinglist archive or from looking at the
> Ipopt source code.
>
> Thanks very much in advance,
> Jelmer
>
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