What is the hessian defined as

[rtapia8484]

Hello,

I looked at the paper "On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming" for the Hessian. Since they use the barrier method, If the user intends to specify the Hessian, is it defined by the following:

where f(x) includes the barrier functions? If so how is the mu parameter provided?

Thanks,
Ricardo Tapia

[svigerske]

f(x) is the objective function of the NLP here, without barrier terms. See also https://coin-or.github.io/Ipopt/classIpopt_1_1TNLP.html#a26b9145267e2574c53acc284fef1c354

[rtapia8484]

thanks!