Opened 7 months ago

Closed 3 months ago

#309 closed clarification (migrated)

How does IPOPT solve?

Reported by: RMurphy Owned by: ipopt-team
Priority: normal Component: Ipopt
Version: 3.12 Severity: normal
Keywords: Cc:

Description

I understand this question does really belong here, but I am really stuck and would be grateful for any help:

I am confused with how IPOPT obtains both the matrix inertia and search directions from the linear system using the L-BFGS hessian approximation.

I have read that IPOPT uses a LDLT factorisation, but L-BFGS computes the inverse so I am unsure how the RHS matrix is factorised using the inverse formulation.

Any help is appreciated.

Thank you

Change History (2)

comment:1 Changed 7 months ago by RMurphy

I understand this question does not really belong here, but I am really stuck and would be grateful for any help:

I am confused with how IPOPT obtains both the matrix inertia and search directions from the linear system using the L-BFGS hessian approximation.

I have read that IPOPT uses a LDLT factorisation, but L-BFGS computes the inverse so I am unsure how the RHS matrix is factorised using the inverse formulation.

Any help is appreciated.

Thank you

comment:2 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/309

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