[Ipopt] speed up function evaluation
Edson Cordeiro do Valle
edsoncv at enq.ufrgs.br
Sat Jan 11 14:55:10 EST 2014
Erwan
If you have a QP problem, your hessian is constant and Ipopt have the
"hessian_constant" option that will save you some time.
You can check this option here:
http://www.coin-or.org/Ipopt/documentation/node43.html#SECTION000114090000000000000
Repeated below:
hessian_constant:
Indicates whether the problem is a quadratic problem
Activating this option will cause Ipopt to ask for the Hessian of the
Lagrangian function only once from the NLP and reuse this information
later. The default value for this string option is "no".
Possible values:
* no: Assume that Hessian changes
* yes: Assume that Hessian is constant
I hope this could help.
Edson Valle
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