[Ipopt] Would it be possible / useful to use a sparse gradient in Ipopt ?

Pierre Martinon martinon at cmap.polytechnique.fr
Fri Mar 29 11:22:09 EDT 2013

Hi everyone,

The question is simple: Ipopt uses a sparse format for the jacobian 
matrix of the constraints.
On the other hand, the gradient of the objective is a standard array.
I happen to have extremely sparse gradients in my applications, 
typically less than 10
non-zeros elements for a size of several thousands.
Would it make sense to use a sparse gradient in this case ?

Best regards,

Pierre Martinon
Inria and Ecole Polytechnique

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