Access to Hessian & Jacobian matrices at optimal point (IPOPTH)
Posted: Thu Mar 04, 2021 5:33 am
Dear all,
I'm looking for help for a queations that I've not found the solution.
Actually, I'm working with NLP's, where I require to do sensitivity analysis. To do so, I need the information regarding the Hessian and Jacobian matrices. Increasing the print_level allows me to visualize this information in .log file, how ever I need to use this information in a next step, after the solution of the NLP, for sentitivity purposes.
Does someone know how retrieve this information from IPOPT here in GAMS?
In advance thank you all for your support, I really appreciate your help.
Regards,
Oscar.
P.s. I'm not looking for GAMS to do the sensitivity analysis, I just need to make useful the information of Hessian and Jacobian for a next step. It would be great if GAMS incorporates sIPOPT, this would solve lots of problems.
I found a similar discussion here in the link (viewtopic.php?t=7807), but apparently it doesn't work with IPOPT.
I'm looking for help for a queations that I've not found the solution.
Actually, I'm working with NLP's, where I require to do sensitivity analysis. To do so, I need the information regarding the Hessian and Jacobian matrices. Increasing the print_level allows me to visualize this information in .log file, how ever I need to use this information in a next step, after the solution of the NLP, for sentitivity purposes.
Does someone know how retrieve this information from IPOPT here in GAMS?
In advance thank you all for your support, I really appreciate your help.
Regards,
Oscar.
P.s. I'm not looking for GAMS to do the sensitivity analysis, I just need to make useful the information of Hessian and Jacobian for a next step. It would be great if GAMS incorporates sIPOPT, this would solve lots of problems.
I found a similar discussion here in the link (viewtopic.php?t=7807), but apparently it doesn't work with IPOPT.