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IpoptSolverReducedHessian

pounce_cinterface::solver

Function IpoptSolverReducedHessian 

Source 
#[unsafe(no_mangle)]
pub unsafe extern "C" fn IpoptSolverReducedHessian(
    solver: IpoptSolver,
    n_pins: Index,
    pin_indices: *const Index,
    obj_scal: Number,
    hr_out: *mut Number,
) -> Bool
Expand description

Reduced Hessian H_R = obj_scal · B K⁻¹ Bᵀ over the pinned rows. hr_out receives an n_pins²-long column-major dense matrix.

H_R is in natural (unscaled) units: any NLP scaling the IPM applied (nlp_scaling_method) is undone before the value is reported, so -inv(H_R) is directly the parameter covariance of an estimation problem (pounce#128). obj_scal is a plain extra multiplier (pass 1.0); it is no longer needed to undo pounce’s own scaling.

Returns TRUE on success, FALSE otherwise.

§Safety

pin_indices must point to n_pins valid elements; hr_out must point to at least n_pins² Number slots.