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

Daniel Feenberg feenberg at nber.org
Wed Nov 28 08:18:52 EST 2018



On Tue, 27 Nov 2018, R zu wrote:

> I wish Ipopt allow me to provide a function that provides the hessian, objective, and gradient in the
> same function.
> That means I only need to calculate the common term for once, and plug it into formula of all three
> (hessian...).
>

Why can't you use the new_x term to help you do this? (If you look in the 
archive you can see that I am still confused about new_x).

Daniel Feenberg


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