[Ipopt] sparse Hessian

[sebastien lengagne]

Hi all,

I am currently using IPOPT to solve optimization problem in order to 
generate motions for humanoid robot.
I use the hessian_approximation, because I cannot compute the exact Hessian.
However, my Hessian is sparse ( around 10% of nonzero values).
Can I use the hessian_approximation implemented with IPOPT and define 
the nonzero values of the Hessian ?

If I cannot, I will implement a sparse BFGS.
Does anybody have reference paper about this work ?

thank you


-- 
Sébastien LENGAGNE, Ph.D
CNRS-AIST JRL(Joint Robotics Laboratory), UMI3218/CRT
INTELLIGENT SYSTEMS RESEARCH INSTITUTE (IS), AIST
AIST Central 2, 1-1-1 Umezono, Tsukuba, 305-8568 JAPAN
tel : +81-29-8626508
fax : +81-29-8626507
mail : sebastien.lengagne at aist.go.jp
website : http://staff.aist.go.jp/sebastien.lengagne