Method compute_hessian_vector_product

interfaces/Python/cpp_classes/PythonModel.cpp:222–250

   }

   void PythonModel::compute_hessian_vector_product(const double* x, const double* vector, double objective_multiplier,
         const Vector<double>& multipliers, double* result) const {
      if (this->user_model.lagrangian_hessian_operator.has_value()) {
         objective_multiplier *= this->optimization_sense;
         // if the model has a different sign convention for the Lagrangian than Uno, flip the signs of the multipliers
         if (this->user_model.lagrangian_sign_convention == UNO_MULTIPLIER_POSITIVE) {
            const_cast<Vector<double>&>(multipliers).scale(-1.);
         }
         const auto x_py = to_const_array(x, this->number_variables);
         const auto multipliers_py = to_const_array(multipliers.data(), this->number_constraints);
         const auto vector_py = to_const_array(vector, this->number_variables);
         auto result_py = to_array(result, this->number_variables);

         // evaluate Hessian-vector product
         try {
            (*this->user_model.lagrangian_hessian_operator)(x_py, true, objective_multiplier, multipliers_py, vector_py, result_py);
         }
         catch (const std::exception&) {
            throw HessianEvaluationError();
         }
         // flip the signs of the multipliers back
         if (this->user_model.lagrangian_sign_convention == UNO_MULTIPLIER_POSITIVE) {
            const_cast<Vector<double>&>(multipliers).scale(-1.);
         }
      }
      else {
         throw std::runtime_error("compute_hessian_vector_product not implemented");
      }
   }

   const std::vector<double>& PythonModel::get_variables_lower_bounds() const {
      return this->user_model.variables_lower_bounds;