Computer memory too small for computing Hessian?
A MATLAB Automatic Differentiation Tool
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Dear all,
I am using adigator with ipopt for an optimal control problem, which I transferred to large NLP problem. I tried to use adigator to provide both first and second derivatives. However, the computer memory usage went to the maximum 32GB (what I have for a desktop computer) and later the programm crashes when computing Hessian.
Do anyone have similar problem? How can I work this out?
Thank you.