[Ipopt] Hessian Aporoximation in BONMIN options

Stefan Vigerske stefan at vigerske.de
Thu Mar 5 06:11:34 EST 2009


>   I have reardt in the Ipopt List this comment:
>          "In Ipopt there is already (I think) a code to evaluate Hessian by  finite differences. It can also be used in Bonmin"
>   I would like to know if really exist the possibility of aproximmate automatically the Hessian in Bonmin in a similar way as it could be done in Ipopt (limited_memory option), because I can´t find the option in Bonmin to approximate the Hessian for solving MINLP problems.

Since you can use all Ipopt options also in Bonmin, you can turn on the
Hessian approximation there the same way as in Ipopt, just the
optionfile name is now bonmin.opt.


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