CppAD: A C++ Algorithmic Differentiation Package
20130918
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bool cppad_ipopt::cppad_ipopt_nlp::eval_h | ( | Index | n, |
const Number * | x, | ||
bool | new_x, | ||
Number | obj_factor, | ||
Index | m, | ||
const Number * | lambda, | ||
bool | new_lambda, | ||
Index | nele_hess, | ||
Index * | iRow, | ||
Index * | jCol, | ||
Number * | values | ||
) | [virtual] |
Evaluate the Hessian of the Lagragian.
The Hessian of the Lagragian is defined as
[in] | n | is the dimension of the argument space for g(x); i.e., must be equal n_ . |
x | if values is not NULL , x is a vector of size n containing the point at which to evaluate the Hessian of the Lagrangian. | |
[in] | new_x | is false if the previous call to any one of the Evaluation Methods used the same value for x . |
[in] | obj_factor | the value ![]() |
[in] | m | is the dimension of the range space for g(x); i.e., must be equal to m_ . |
[in] | lambda | if values is not NULL , lambda is a vector of size m specifing the value of ![]() |
[in] | new_lambda | is true if the previous call to eval_h had the same value for lambda and false otherwise. (Not currently used.) |
[in] | nele_hess | is the number of possibly non-zero elements in the Hessian of the Lagragian; i.e., must be equal to nnz_h_lag_ . |
iRow | if values is not NULL , iRow is not defined. if values is NULL , iRow is a vector with size nele_jac . The input value of its elements does not matter. On output, For k = 0 , ... , nele_jac-1, iRow[k] is the base zero row index for the k-th possibly non-zero entry in the Hessian of the Lagragian. | |
jCol | if values is not NULL , jCol is not defined. if values is NULL , jCol is a vector with size nele_jac . The input value of its elements does not matter. On output, For k = 0 , ... , nele_jac-1, jCol[k] is the base zero column index for the k-th possibly non-zero entry in the Hessian of the Lagragian. | |
values | if values is not NULL , it is a vector with size nele_jac . The input value of its elements does not matter. On output, For k = 0 , ... , nele_jac-1, values[k] is the value for the k-th possibly non-zero entry in the Hessian of the Lagragian. |
Definition at line 861 of file cppad_ipopt_nlp.cpp.