Hi, I'm using an automatic differentiation package to get analytic Jacobians and Hessians for my objective function. I see from [1] and the API reference that no NLopt algorithms currently support passing a function to compute the Hessian (they all approximate it).
Are there any plans for adding this functionality? I had a look at slsqp.c from nlopt-2.2.4, but it looks like adding it myself would be a pretty serious undertaking. Note that unlike in [1], I'm not optimizing functions of millions of variables; my application is closer to 100. Thanks, Matt Peddie [1] http://article.gmane.org/gmane.science.analysis.nlopt.general/286 _______________________________________________ NLopt-discuss mailing list [email protected] http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
