[Ipopt] Hessians of objective and constraints have different sparse structures

[Stefan Vigerske]

Hi,

no, Ipopt works with the Hessian of the Lagrangian, which includes 
objective and all (nonlinear) constraints.

Stefan

On 12/1/18 10:07 PM, R zu wrote:
> Hi.
> 
> I can divide the hessian to 2 x 2 blocks:
> 
> D, A
> B, C
> 
> The Hessian of the objective has non-zero elements only in the D and C
> blocks. The D block is diagonal.
> 
> The Hessian of each constraint is all zero except for one element in the A
> or B blocks.
> 
> The sum of the Hessian of all constraints has non-zero elements over many
> places in blocks A and B.
> 
> Ipopt seems to require me to provide the sum of all Hessians, which is
> quite dense. Is it possible to provide the Hessian of the objective and the
> weighted sum of the Hessian of the constraints separately?
> 
> doc: https://www.coin-or.org/Ipopt/documentation/node22.html#eq:IpoptLAG
> 
> Thanks again.
> 
> 
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