[Ipopt] Hessian, gradient, and objective function have common terms

Chintan Pathak cp84 at uw.edu
Tue Nov 27 13:58:26 EST 2018


Dear R Zu,

Might be helpful if you give a small example demonstrating your usecase.
For example, are the common terms dependent on 'x', etc.

Thanks

https://about.me/chintanpathak


On Tue, Nov 27, 2018 at 9:55 AM R zu <rzu512 at gmail.com> wrote:

> Hi.
>
> - The hessian, gradient, and objective function have some common terms.
> - The common terms depends on the variables of the objective function.
>
> I calculate each common terms for three times because I need the term for
> Hessian, gradient, and objective function.
>
> Is it possible to only calculate each common term for only once in each
> step of optimization?
>
> Thank you.
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