[Ipopt] Approximate Jacobian

[Martijn Disse]

Hi Marco,

I am using the C interface in which you can use:
	AddIpoptStrOption(nlp,"hessian_approximation", "limited-memory"); 
	AddIpoptStrOption(nlp,"jacobian_approximation", "finite-difference-values");

I hope this helps,

Best,

-Martijn
________________________________________
Van: ipopt-bounces at list.coin-or.org [ipopt-bounces at list.coin-or.org] namens Marco Rozgic [marco.rozgic at hsu-hh.de]
Verzonden: zondag 7 oktober 2012 17:34
To: ipopt at list.coin-or.org
Onderwerp: [Ipopt] Approximate Jacobian

Hey everybody,

I am wondering if IPOPT can approximate the Jacobian of a NLP? Is there
an option to switch that on similar to the Hessian approximation? I can
find nothing in the manual.

Best,
Marco

--
Dipl.-Math. Marco Rozgic
Department of the Theory of Electrical Engineering at the
Helmut Schmidt University
University of the Federal Armed Forces Hamburg
Tel: +49 (0) 40 6541 3647
Location: Holstenhofweg 85, 22043 Hamburg Building H3 Room 007

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