[Ipopt] How to get the symbolic Hessian

[Rodrigo Lopez-Negrete]

Hi Xue,

Extracting the symbolic Hessian directly from AMPL may not be possible due
to the fact that it is computed only when needed using automatic
differentiation included in the AMPL library. However, you may be able to
extract the Hessian at a given point using the example 'solver' gjh freely
available from the Netlib library at
http://www.netlib.org/ampl/solvers/examples/README.gjh.

For more info you may want to check out (both by DM Gay)

Automatic differentiation of nonlinear AMPL models:
http://www.cs.bell-labs.com/cm/cs/what/ampl/REFS/autodiff.pdf

Writing NL files
http://www.cs.sandia.gov/~dmgay/nlwrite.pdf

I hope this helps,
 Rodrigo


On Mon, Jan 6, 2014 at 2:28 PM, <xuey at andrew.cmu.edu> wrote:

> Hi all,
>
> Could anyone tell me how to get the symbolic Hessian of a problem? I'm
> calling IPOPT from AMPL. Thanks!
>
> Best regards,
>
> Xue Yang
>
> Department of Chemical Engineering
> Carnegie Mellon University
> Pittsburgh, PA 15213
>
> _______________________________________________
> Ipopt mailing list
> Ipopt at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/ipopt
>



-- 
*Rodrigo López-Negrete de la Fuente*
Email: r.lopez.negrete at gmail.com <r.lopez.negrete at gmai.com>
WWW: http://rodrigo.lopez-negrete.org
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