What do you consider sparse? the number of structural non-zeros is roughly 3% for the IEEE118 case:
(NonZeros, Entries) = (1506, 55696)
And the percentage only goes down for larger cases. For the 2383 case we have:
(NonZeros, Entries) = (30636, 22714756)
(MaxColor, Size) = (20, 4766)
That’s roughly 0.15% of structural non-zeros. SymbolicAD seems to leverage this structure properly though.
Is your code public?
I just uploaded it to Github. Just run test.jl and that’s it.
EDIT: I forgot to mention that right now I’m only computing the PF Hessians and Jacobians. I will compute those terms for the constraints as well, but I haven’t implemented that yet.