Method evaluate_lagrangian_hessian

interfaces/Python/cpp_classes/PythonModel.cpp:150–182

   }

   void PythonModel::evaluate_lagrangian_hessian(const Vector<double>& x, double objective_multiplier, const Vector<double>& multipliers,
         double* hessian_values) const {
      if (this->user_model.lagrangian_hessian.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.data(), this->number_variables);
         const auto multipliers_py = to_const_array(multipliers.data(), this->number_constraints);
         auto hessian_py = to_array(hessian_values, this->number_hessian_nonzeros());

         // evaluate Lagrangian Hessian
         try {
            (*this->user_model.lagrangian_hessian)(x_py, objective_multiplier, multipliers_py, hessian_py);
            ++this->number_model_evaluations.hessian;
         }
         catch (const std::exception&) {
            // flip the signs of the multipliers back
            if (this->user_model.lagrangian_sign_convention == UNO_MULTIPLIER_POSITIVE) {
               const_cast<Vector<double>&>(multipliers).scale(-1.);
            }
            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("evaluate_lagrangian_hessian not implemented");
      }
   }

   void PythonModel::compute_jacobian_vector_product(const double* x, const double* vector, double* result) const {
      if (this->user_model.jacobian_operator.has_value()) {