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 LDL^{T 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
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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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