There are two methods for Hessian calculations. The first method has the signature
SparseHessianMatrix *calculateLagrangianHessian( double* x, double *objLambda, double *conLambda, bool new_x, int highestOrder);so if either function or first derivatives have been calculated an appropriate call is
calculateLagrangianHessian( x, w, z, false, 2);If the Hessian of a single row or objective function is desired the following method is available
SparseHessianMatrix *calculateHessian( double* x, int idx, bool new_x);