CppAD: A C++ Algorithmic Differentiation Package  20171217
template<class Dvector, class ADvector, class FG_eval>
 virtual bool CppAD::ipopt::solve_callback< Dvector, ADvector, FG_eval >::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 )
inlinevirtual

Evaluate the Hessian of the Lagragian.

# The Hessian of the Lagragian

The Hessian of the Lagragian is defined as

Parameters
 [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 multiplying the Hessian of f(x) in the expression for The Hessian of the Lagragian. [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 the expression for The Hessian of the Lagragian. [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.
Returns
The return value is always true; see Evaluation Methods.

Definition at line 960 of file solve_callback.hpp.