Sparse Nonlinear Program Derivatives Constructor
Constructs sparse derivative callbacks.
Definition
Namespace: Numerics.NET.Optimization
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
public SparseNonlinearProgramDerivatives(
Action<Action<int, int>> jacobianPattern,
Action<Vector<double>, Action<int, int, double>> jacobian,
Action<Action<int, int>>? lagrangianHessianPattern = null,
Action<Vector<double>, double, Vector<double>, Action<int, int, double>>? lagrangianHessian = null
)Parameters
- jacobianPattern Action<Action<Int32, Int32>>
- Emits zero-based constraint-row and variable-column indexes.
- jacobian Action<Vector<Double>, Action<Int32, Int32, Double>>
- Emits Jacobian entries at the supplied point.
- lagrangianHessianPattern Action<Action<Int32, Int32>> (Optional)
- Emits lower-triangular Hessian indexes, or is null for limited-memory curvature.
- lagrangianHessian Action<Vector<Double>, Double, Vector<Double>, Action<Int32, Int32, Double>> (Optional)
- Emits Lagrangian Hessian entries, or is null to approximate curvature.
Exceptions
| Argument | A Jacobian callback is null. |
| Argument | Hessian values are supplied without a Hessian pattern. |