[Ipopt] Sparse Hessian approximation 2

[lengagne sebastien]

Hi every body,

I have to solve an optimization problem with more than 3000 variables.
I know the hessian is very sparse, but it is very complicated to compute 
in my case.

Unfortunately, Ipopt cannot approximate the hessian taking into account 
the sparsity.
Do you know another software, I can easily use from the work I did with 
Ipopt, that can approximate sparse hessian ?

Sebastien

-- 
Sébastien LENGAGNE, Ph.D
CNRS-AIST JRL(Joint Robotics Laboratory), UMI3218/CRT
INTELLIGENT SYSTEMS RESEARCH INSTITUTE (IS), AIST
AIST Central 2, 1-1-1 Umezono, Tsukuba, 305-8568 JAPAN
tel : +81-29-861-9244
mail : sebastien.lengagne at aist.go.jp
website : http://staff.aist.go.jp/sebastien.lengagne/