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Hessians #24

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stumarcus314 opened this issue Sep 9, 2016 · 1 comment
Open

Hessians #24

stumarcus314 opened this issue Sep 9, 2016 · 1 comment
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@stumarcus314
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Some of the OptimTraj methods (i.e. trapezoid, hermiteSimpson, rungeKutta) are able to exploit user-supplied gradients of the dynamics, path objective, etc. functions. Are there plans for the OptimTraj methods to also accept Hessians of these functions?
@MatthewPeterKelly
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Not for now, although I'm not opposed to adding support for analytic Hessians.

The basic reason is that, in my opinion, the benefit from using analytic Hessians is outweighed by the complexity of implementing them. Additionally, many NLP solvers (including some algorithms in FMINCON) do not support them.

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@MatthewPeterKelly @stumarcus314