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Method evaluate_lagrangian_gradient

uno/optimization/OptimizationProblem.cpp:96–99  ·  view source on GitHub ↗

Lagrangian gradient ∇f(x_k) - ∇c(x_k) y_k - z_k

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94
95 // Lagrangian gradient ∇f(x_k) - ∇c(x_k) y_k - z_k
96 void OptimizationProblem::evaluate_lagrangian_gradient(const Iterate& iterate, Evaluations& evaluations,
97 Vector<double>& lagrangian_gradient) const {
98 this->model.evaluate_lagrangian_gradient(iterate.primals, iterate.multipliers, 1., evaluations, lagrangian_gradient);
99 }
100
101 void OptimizationProblem::evaluate_lagrangian_hessian(Statistics& statistics, HessianModel& hessian_model,
102 const Vector<double>& primal_variables, const Multipliers& multipliers, double* hessian_values) const {

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