[Ipopt] L-BFGS

Youngsoo Choi yc344 at stanford.edu
Thu Jan 31 15:00:58 EST 2013


Dear,

I understand that there is no convergence proof and IPOPT will take more
iterations to converge if L-BFGS is used in IPOPT. However, since there is
an option of using L-BFGS in IPOPT, I am wodering how much worse the
performance of IPOPT becomes when L-BFGS is used instead of exact sparse
Hessian.

Thank you.



-- 
Jesus Loves you,
Young (Youngsoo).
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