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Commit 1bafc74d authored by Oliver Sander's avatar Oliver Sander
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Tell IPOpt that the Hessian is constant

The QuadraticIPOpt solver can only handle quadratic functionals with or without
bound constraints.  Hence the Hessian of the objective functional is constant.
IPOpt has an option to tell it that the Hessian is constant.  In that case,
IPOpt imports the matrix only once, instead of at each iteration.  Setting
this option doesn't really seem to bring any performance benefits, though.
parent 79f9fe9a
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......@@ -574,6 +574,7 @@ void QuadraticIPOptSolver<MatrixType,VectorType>::solve()
app->Options()->SetIntegerValue("max_iter", this->maxIterations_);
app->Options()->SetStringValue("mu_strategy", "adaptive");
app->Options()->SetStringValue("output_file", "ipopt.out");
app->Options()->SetStringValue("hessian_constant", "yes");
switch (this->verbosity_) {
case NumProc::QUIET:
app->Options()->SetIntegerValue("print_level", 0);
......
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