Method for Hessian computation

Type

Selection

Range

The settings listed below

Default

Automatic

This option determines which kind of information for the Hessian of the Lagrangian function is used by the algorithm. Possible values are:

  • Automatic

  • Exact

  • Quasi-Newton

Setting ‘Automatic’ means that exact derivatives will be used if the Hessian is available in AIMMS, and that a limited-memory quasi-Newton approximation will be performed if the Hessian is not available. Note that the Hessian is not available in AIMMS if one of the constraints contains a call to an external function!