CppAD: A C++ Algorithmic Differentiation Package
20171217
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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 nx_. |
x | if values is not NULL, x is a vector of size nx_ containing the point at which to evaluate the Hessian of the Lagragian. | |
[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 ng_. |
[in] | lambda | if values is not NULL, lambda is a vector of size ng_ 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 nx_*(nx_+1)/2. |
iRow | if values is not NULL, iRow is not defined. if values is NULL, iRow is a vector with size nele_hess. The input value of its elements does not matter. On output, For k = 0 , ... , nele_hess-1, iRow[k] is the base zero row index for the k-th possibly non-zero entry in the Hessian fo the Lagragian. | |
jCol | if values is not NULL, jCol is not defined. if values is NULL, jCol is a vector with size nele_hess. The input value of its elements does not matter. On output, For k = 0 , ... , nele_hess-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_hess. The input value of its elements does not matter. On output, For k = 0 , ... , nele_hess-1, values[k] is the value for the k-th possibly non-zero entry in the Hessian of the Lagragian. |
Definition at line 960 of file solve_callback.hpp.