[Ipopt] Hessian of the Lagrangian

Michaël Baudin michael.baudin at scilab.org
Thu Aug 5 08:27:02 EDT 2010


I and Yann Collette are working at the connection between
Scilab and ipopt.
I am searching informations about the use of the
Hessian matrix by ipopt and, since, I did not find what I
am looking for, I am posting this message.

(1) If the eval_h method is defined, but returns false, what is
used by ipopt for the Hessian ?

In the tutorial example for Hock and Schittkowski #71,
the eval_h function implements the Hessian and returns the
boolean value "true".

I read the section : "Introduction to IPOPT/Special Features/Quasi-Newton
Approximation of Second Derivatives" at :


but did not find what I was looking for. The C and fortran cases are
clearly explained, though. But nothing is said in the case
where the C++ method is defined, but has no hessian
to provide. (In our Scilab connector, we always define the method,
but switch depending on the existence of the macro defined by the
user : this is dynamical.)

I found that some C++ source codes return false, as for example :

(2) Is there a BFGS algorithm provided in ipopt ?
The documentation is clear about the L-BFGS algorithm, but
there seem to be no BFGS. Am I right ?

Best regards,

Michaël Baudin

Michaël Baudin
Ingénieur de développement
michael.baudin at scilab.org
Consortium Scilab - Digiteo
Domaine de Voluceau - Rocquencourt
B.P. 105 - 78153 Le Chesnay Cedex
Tel. : 01 39 63 56 87 - Fax : 01 39 63 55 94

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