[Ipopt] Sparse Hessian approximation

[lengagne sebastien]

Thank you Ajo,

Unfortunately, I cannot write the equation in term of simple matrix and 
vector.
I use IPOPT to make motion generation for humanoid robots, thus I use a 
complexe non linear.
I can compute the gradient and value of constraints and cost functions.

So, any other ideas ?

sebastien

Le 13/09/2011 10:10, Ajo Fod a écrit :
> There is one in python that might help ... CVXOPT.
> It allows you to define the kkt solver function ... if you need a
> bridge from Python to c, try cython.
>
> http://abel.ee.ucla.edu/cvxopt/userguide/coneprog.html#exploiting-structure
>
> Cheers,
> Ajo
>
> On Mon, Sep 12, 2011 at 2:06 AM, lengagne sebastien<lengagne at gmail.com>  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
>> _______________________________________________
>> Ipopt mailing list
>> Ipopt at list.coin-or.org
>> http://list.coin-or.org/mailman/listinfo/ipopt
>>


-- 
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/