[Ipopt] Defining the inverse of the hessian

Ajo Fod ajo.fod at gmail.com
Sun Sep 11 02:04:35 EDT 2011


I guess the computation of the solution of the equation involving the
hessian is computationally the most expensive step in the optimization

Is there a way of passing a function to calculate the inverse of the
hessian instead of the hessian to the optimizer?


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