Enum SqpHessianSource 

pub enum SqpHessianSource {
    Exact,
    DampedBfgs,
    Lbfgs,
    QuasiNewtonAuto,
}

Hessian source for the SQP subproblem.

• Exact: use nlp.eval_h(x, 1.0, λ_g, 0) directly. Indefinite on nonconvex problems; the QP subproblem solver handles indefinite reduced Hessian via inertia control (§4.5).
• DampedBfgs: dense n×n Powell-damped BFGS, guaranteed PSD (Powell 1978). See crate::sqp::bfgs::DampedBfgs.
• Lbfgs: limited-memory BFGS with a circular (s, y) buffer of lbfgs_max_history pairs (Nocedal-Wright §7.2; Byrd- Nocedal-Schnabel 1994). See crate::sqp::lbfgs::LBfgs.
• QuasiNewtonAuto: what hessian_approximation=limited-memory selects — DampedBfgs up to SqpOptions::dense_hessian_max_n variables, Lbfgs above it, decided per solve from the problem’s n (gh#1054). The dense update is the more robust of the two on small models (issue #358) but needs n² storage and makes every QP factorization dense, which a 15 000-variable model cannot afford.

Variants

Exact

DampedBfgs

Lbfgs

QuasiNewtonAuto

Implementations

impl SqpHessianSource

pub fn resolve(self, n: usize, dense_hessian_max_n: usize) -> Self

The concrete source a solve of n variables uses: resolves QuasiNewtonAuto, passes every other source through.

pub fn is_quasi_newton(self) -> bool

Whether this source approximates the Hessian (and is therefore positive definite by construction) rather than evaluating it.

Trait Implementations

impl Clone for SqpHessianSource

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Copy for SqpHessianSource

impl Debug for SqpHessianSource

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for SqpHessianSource

fn default() -> Self

Returns the “default value” for a type.

impl Eq for SqpHessianSource

impl PartialEq for SqpHessianSource

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for SqpHessianSource