Exact Hessian with IPOPTSolver

[Evan Cummings]

Hello,

I noticed in the source code ipopt_solver.py that there is no option to include an "eval_h" exact Hessian.

There appear to be appropriate methods for evaluating the Hessian in ReduceFunctional, and I'm wondering if it is possible to call the "pyipopt.create" method with the self.rfn.hessian option...

Also, are there other solvers which use the exact Hessian and associated callback?

Thanks again, Evan

[Simon Funke]

Yes, this should be absolutely possible and relatively easy to implement for IPOpt. Would you want to implement it?

Otherwise the interfaces to moola, tao and optizelle and dolfin_adjoint.minimize(rf, method="Newton-CG") interface the Hessian actions and can make use of it.