void Sqpmethod::eval_h(const std::vector<double>& x, const std::vector<double>& lambda,
double sigma, Matrix<double>& H) {
try {
// Get function
Function& hessLag = this->hessLag();
// Pass the argument to the function
hessLag.setInputNZ(x, HESSLAG_X);
hessLag.setInput(input(NLP_SOLVER_P), HESSLAG_P);
hessLag.setInput(sigma, HESSLAG_LAM_F);
hessLag.setInputNZ(lambda, HESSLAG_LAM_G);
// Evaluate
hessLag.evaluate();
// Get results
hessLag.getOutput(H);
if (monitored("eval_h")) {
userOut() << "x = " << x << endl;
userOut() << "H = " << endl;
H.printSparse();
}
// Determing regularization parameter with Gershgorin theorem
if (regularize_) {
reg_ = getRegularization(H);
if (reg_ > 0) {
regularize(H, reg_);
}
}
} catch(exception& ex) {
userOut<true, PL_WARN>() << "eval_h failed: " << ex.what() << endl;
throw;
}
}
void SQPInternal::eval_h(const std::vector<double>& x, const std::vector<double>& lambda, double sigma, Matrix<double>& H){
int n_hess_in = H_.getNumInputs() - (parametric_ ? 1 : 0);
H_.setInput(x);
if(n_hess_in>1){
H_.setInput(lambda, n_hess_in == 4 ? 2 : 1);
H_.setInput(sigma, n_hess_in == 4 ? 3 : 2);
}
H_.evaluate();
H_.getOutput(H);
// Determing regularization parameter with Gershgorin theorem
if(regularize_){
reg_ = getRegularization(H);
if(reg_ > 0){
regularize(H,reg_);
}
}
if (monitored("eval_h")) {
cout << "x = " << x << endl;
cout << "H = " << endl;
H.printSparse();
}
}
