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!