JuliaSmoothOptimizers / JuliaSmoothOptimizers/NLPModels.jl

Expensive jac_structure!

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#511 10 comments 0 reactions 0 assignees View on GitHub
enhancement
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Julia
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Description

Because of the linear API, the cost of the function `jac_structure!` is now prohibitive for large scale problems.
If we have as much linear constraints as nonlinear constraints, we need `2 * (ncon / 2)^2` comparisons (hidden in the calls to `count`).

https://github.com/JuliaSmoothOptimizers/NLPModels.jl/blob/ac1213a9902ad34bedbfae8fe039ac306a983c34/src/nlp/api.jl#L192-L221

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