[Ipopt] Derivative Checker

[Chunhua Men]

Hello,

My optimization model only has 2 constraints but with ~3000 variables, and
the Hessian is completely dense, so I have to compute about 4.5 million
elements in Hessian matrix (about 3000*3000/2). I used the Derivative
Checker - it was pretty fast to get the first derivatives, but it might
take forever to get the 2nd derivatives - I waited for about 3 hours
already, and the last message in the console is still " starting derivative
checker for second derivatives".. The CPU usage is about 20-30%.

Is it supposed to be very slow to run 2nd derivatives checker?

Thanks! Chunhua
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