Module hess 

Hessian-update strategies — port of IpHessianUpdater.hpp, IpExactHessianUpdater.{hpp,cpp}, IpLimMemQuasiNewtonUpdater.{hpp,cpp} (Phase 8).

Re-exports

pub use trait::HessianUpdater;

Modules

exact

Exact Hessian — port of IpExactHessianUpdater.{hpp,cpp}. Pulls eval_h from the NLP at every iterate via IpoptCalculatedQuantities::curr_exact_hessian and stashes the result into IpoptData::w.

fd_hessian

Sparse finite-difference Lagrangian Hessian, recovered by graph coloring from the analytic Jacobian (Curtis, Powell & Reid 1974; Coleman & Moré 1983).

lim_mem_quasi_newton

Limited-memory quasi-Newton (L-BFGS / SR1) — port of Algorithm/IpLimMemQuasiNewtonUpdater.{hpp,cpp}. Phase 8.

partitioned_quasi_newton

Partitioned quasi-Newton Hessian — a per-constraint element updater (Griewank & Toint partitioned updating; Asprion, Chinellato & Guzzella, J. Appl. Math. 2014, doi:10.1155/2014/341716, applied it to direct-collocation trajectory optimization).

trait

HessianUpdater trait — port of IpHessianUpdater.hpp.