[Ipopt] Examples of IPOPT without Hessian Matrix

[Seth Watts]

Hi Ramesh -

Yes, Ipopt will run in quasi-Newton mode by approximating the Hessian. Set
the option "hessian_approximation" to "limited-memory". Now instead of
calling eval_h, Ipopt will approximate the Hessian using the gradient
information from a limited number of previous iterations. I believe the
approximation is the BFGS method but I may be wrong. Note also that you can
set the number of previous iterations used by setting a value for the
option "limited_memory_max_history".

- Seth

On Fri, Apr 17, 2020 at 9:15 AM Ramesh Kolluru <rameshkolluru at icloud.com>
wrote:

> Dear All
>
> I am trying to work around IPOPT in fortran stable version. I could
> compile and run few examples where I could provide the function, gradients,
> constraints and their gradients along with the Hessian of Lagrangian.
>
>  I wanted to know if IPOPT can be used with out providing the Hessian
> information as this belong to class of  quasi Newton methods. Can some one
> provide me an example of how to use IPOPT without Hessian information.
>
> Regards
> _______________________________________________
> Ipopt mailing list
> Ipopt at list.coin-or.org
> https://list.coin-or.org/mailman/listinfo/ipopt
>
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