[Ipopt] Constant Jacobian or Hessian of the Lagrangian Elements

Kostas Germakopoulos kgermakop at gmail.com
Sat Feb 21 14:49:07 EST 2015


Hi,

As the subject suggests, I have a simple question regarding the constant
Jacobian and Hessian Elements (linear constraints, and quadratic terms in
the Objective function). I did not find a clear answer in the documentation
and the mailing list archive. Is it safe to assign the constant Jacobian
elements in the first call only, and then compute only the non-constant
elements? For example,

static int once;
if(jac = NULL)
{
    Jacobian Sparsity Pattern.
    once = 0;
}
else
{
    if(!once)
    {
        Compute Constant+Non-Constant Jac. Elements;
        ++once;
    }
    else
    {
       Compute Only Non-Constant Jac. Elements;
    }
}

Also, is it safe to do the same thing with the constant elements of the
Hessian, if the above structure is modified properly to account for the
Objective Factor?

Thank you very much,
Kostas Germakopoulos.
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