[Ipopt] Without providing the Hessian matrix?

[Andreas Waechter]

Hi Lewis,

Using the Hessian approximation does not change Ipopt's termination 
criteria, so you should overall still get a similar degree of accuracy. 
However, it might take longer, and it might also be that the (looser) 
"acceptable" termination criteria are kicking in (see the documentation).

Also, for non-convex problems with more than one local solution or 
stationary point, the optimizer might take a different path and end up at 
a different point.

Regards,

Andreas

On Wed, 26 Jan 2011, Lewis I wrote:

> Hi
>
> I know that ipopt allows the users to perform optimization without the 
> Hessian matrix (by approximate it automatically). But, will it affect 
> the optimization ability of ipopt without providing the Hessian matrix? 
> such as feasible accuracy, optimization accuracy.
>
> Thank you.
>
> Regards,
> lewis
>
>
>
>
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