Hi all, I am new using NLopt and I have two simple questions. First of all, I am migrating from Matlab to C++, in order to find more memory and less compute time. I have used the global optimization toolbox of matlab to solve an optimization problem with for example more than 2000 of variables. But now I need to extend my model and I will have about 3 millions of variables. Is possible to use NLopt with these numbers of optimization variables?
My second question is related with the Hessian of the objetive function and the constraints. I have read the documentation and I dont find how I can define the hessians, however I can define the gradient of the objective function. Specifically, Is possible in NLopt to define manually the hessian of my objective function and the hessian for a constraint? I need to pass manually my hessians in order to avoid the evaluation of them by the optimization algorithms and ensure the validity of my results. Best regards and thanks in advance Juan Carlos
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