Opened 4 years ago

Closed 3 months ago

#263 closed clarification (migrated)

Quasi-Newton approximation and the size of the hessian matrix

Reported by: leung Owned by: ipopt-team
Priority: normal Component: Ipopt
Version: 3.12 Severity: normal
Keywords: Quasi-Newton approximation Cc:

Description

I am trying to set up an optimization problem with a non-sparse Hessian matrix. My optimization problem, which has 100000 variables, will result in a really large Hessian matrix (with ~(100000*100000)/2 elements) if the derivatives are coded in the eval_h sub-routine. I was going through the IPOPT code, and it seemed like such a large matrix may not be necessary if I use the limited memory quasi-Newton approximation to approximate the hessian. Could anyone clarify whether my understanding is correct please?

Change History (1)

comment:1 Changed 3 months ago by stefan

  • Resolution set to migrated
  • Status changed from new to closed

This ticket has been migrated to GitHub and will be followed up there: https://github.com/coin-or/Ipopt/issues/263

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