SparseNonlinearProgramDerivatives Constructor

Constructs sparse derivative callbacks.

Definition

Namespace: Numerics.NET.Optimization
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
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

ArgumentNullExceptionA Jacobian callback is null.
ArgumentExceptionHessian values are supplied without a Hessian pattern.

See Also