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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.
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