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Add hprod for objective Hessian only #129

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44 changes: 44 additions & 0 deletions src/ampl_model.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -463,6 +463,50 @@ function NLPModels.jtprod!(
return Jtv
end

function NLPModels.hprod!(
nlp::AmplModel,
x::AbstractVector,
v::Vector{Cdouble},
hv::Vector{Cdouble};
obj_weight::Float64 = 1.0,
)
# Note: x is in fact not used in hprod.
@check_ampl_model
length(x) >= nlp.meta.nvar || error("x must have length at least $(nlp.meta.nvar)")
length(v) >= nlp.meta.nvar || error("v must have length at least $(nlp.meta.nvar)")

if nlp.safe
_ = obj(nlp, x)
nlp.counters.neval_obj -= 1
_ = cons(nlp, x)
nlp.counters.neval_cons -= 1
end
@asl_call(
:asl_hprod,
Nothing,
(Ptr{Nothing}, Ptr{Cdouble}, Ptr{Cdouble}, Cdouble),
nlp.__asl,
v,
hv,
obj_weight
)
nlp.counters.neval_hprod += 1
return hv
end

function NLPModels.hprod!(
nlp::AmplModel,
x::AbstractVector,
v::AbstractVector,
hv::AbstractVector;
obj_weight::Float64 = 1.0,
)
hv_ = Vector{Cdouble}(undef, nlp.meta.nvar)
hprod!(nlp, x,Vector{Cdouble}(v), hv_; obj_weight = obj_weight)
hv[1:(nlp.meta.nvar)] .= hv_
return hv
end

function NLPModels.hprod!(
nlp::AmplModel,
x::AbstractVector,
Expand Down