[Ipopt] Sparse Hessian approximation

[lengagne sebastien]

Hi every body,

I am using IPOPT with more than 3000 variables and more than 5000 
constraints.

I cannot compute the Hessian (too long computation time), nevertheless I 
know its structure. It is very sparse (more than the halk is set with zero).

Is it possible to use BFGS method and to specify the non null value, 
that way it could be faster and more efficient

thank you

Sébastien