mechmotum / cyipopt

Cython interface for the interior point optimzer IPOPT
Eclipse Public License 2.0
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Ipopt finds a better solution if I do not eliminate the zeros in the hessian matrix ?(we eliminate the zeros by defining the structure) #172

Closed hssharadga closed 1 year ago

hssharadga commented 1 year ago

I use Ipopt to solve a problem with sparse hessian and jacobian matrices.

If I provide the hessian matrix: its structure, and the nonzeros elements in the hessian matrix, it will be really fast.

If I do not define the hessian structure but provide the whole hessian matrix, which is almost zeros, the solver will be slow but converge to a better solution!

Does that mean the zeros help the solver find a better solution?

moorepants commented 1 year ago

This sounds like a question you should be asking the IPOPT support channels about. Please ask your question over there.

hssharadga commented 1 year ago

Thank you, Jason.

If I may ask, where can I find the IPOPT support channels?

Thanks a lot, Hussein

moorepants commented 1 year ago

I don't know, there used to be a mailing list. I recommend searching for the main IPOPT website.