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Use Hessian approximation in CyIpopt when grey-box without Hessian is present#3892

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Robbybp wants to merge 9 commits intoPyomo:mainfrom
Robbybp:cyipopt-hessian
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Use Hessian approximation in CyIpopt when grey-box without Hessian is present#3892
Robbybp wants to merge 9 commits intoPyomo:mainfrom
Robbybp:cyipopt-hessian

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@Robbybp Robbybp commented Mar 26, 2026

Fixes #3891

Changes proposed in this PR:

  • Set (potentially override) hessian_approximation=limited-memory in CyIpopt solver when the model contains a grey-box that doesn't support Hessians
  • Log a warning if this happens and the user had set hessian_approximation=exact
  • Add a has_hessian_support method to PyomoNLPWithGreyBoxBlocks (previously only existed on _ExternalGreyBoxAsNLP, although the former has a private _has_hessian_support attribute)

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@Robbybp Robbybp changed the title Cyipopt hessian Use Hessian approximation in CyIpopt when grey-box without Hessian is present Mar 26, 2026
@michaelbynum michaelbynum self-requested a review March 26, 2026 12:34
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[CyIpopt] Automatically use Hessian approximation when grey-box exact Hessian isn't available

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