[Ipopt] Sparse Hessian approximation

Andreas Waechter awaechter.iems at gmail.com
Mon Sep 12 11:30:38 EDT 2011

Hi Sébastien,

Sorry, there is not way to specify a sparsity structure for the Hessian 
approximation.  By the way, Ipopt uses the limited-memory BFGS 
approximation, i.e., it never stores the full dense Hessian anyway.  And 
if half of the entries in the Hessian are zero, this is not particularly 
sparse at all!  Usually, you would call a matrix sparse if it is has 
only a few nonzeros per row/column.

Hope this helps,


On 09/12/2011 04:06 AM, lengagne sebastien wrote:
> 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
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