[Ipopt] big problem for IPOPT

Juan Carlos Lopez Alfonso jc.atlantis at gmail.com
Wed Nov 23 18:06:40 EST 2011

Hi all:

I have another simple question, but before let me explain in detail my
I have a variational problem, which I have discretized. I have aproximately
3 500 000 of variables, where all of them are bounded (lb <= x <= ub).
Besides, I have about 10 000 000 of constraints (one for each tetrahedron
of my triangulation). Therefore:

- My objetive function have a vector gradient with the same number of
variables with nonzero elements.
- The Hessian matrix of my objetive function has about 10 * (number of
variables) nonzero elements.
- The gradient of my constraints has exactly 4 * (number of variables)
nonzero elements.

My question is the follows: Is possible using IPOPT library for this big
problem? and I cant reduce my problem.

On the other hand, I want to thank to Stefan for their very useful answers.

Best Regards and waiting for any suggestion
Juan Carlos
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