[roboptim-user] IPOPT with non-TwiceDerivableFunction

[Karim B. <kar...@gm...>]

Hello Thomas,

I am trying to use IPOPT as a core plugin solver, to compare results with
CFSQP. To instanciate the IpoptSolver we have to define a problem with twice
derivable functions. However IPOPT provides the possibiliity of
approximating the Hessians of the functions, as stated in this quotation
from p 35 of IPOPT manual :
"Ipopt has an option to approximate the Hessian of the Lagrangian by a
limited-memory quasi-Newton method (L-BFGS). You can use this feature using
the hessian_approximation and limited_memory options. In this case, it is
not necessary to implement the Hessian computation method eval_h in TNLP."
It should be useful if we could use this feature and not have to provide
necessarily TwiceDerivableFunction to the IpoptSolver.
What do you think?

Karim