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jfowkes avatar jfowkes commented on August 18, 2024

For now I will prioritise (all for constrained problems):

  • cdhj: evaluate the dense Hessian of the (Fritz) John function
  • cshj: evaluate the sparse Hessian of the (Fritz) John function
  • chjprod: product of Hessian of the (Fritz) John function with a vector
  • cohprods: sparse product of (objective) Hessian with a vector

as we need these for some of our research.

from pycutest.

jfowkes avatar jfowkes commented on August 18, 2024

Might also be good to support the following existing CUTEst routines:

  • ufn: evaluate objective function
  • cifn: evaluate objective function or constraint function
  • cdhc: evaluate the Hessian of the constraint part of the Lagrangian
  • chcprod: product of Hessian of the constraint part of the Lagrangian with a vector
  • cchprods: products of Hessians of the constraint with a vector
  • cshc: evaluate the Hessian of the constraint part of the Lagrangian (sparse)

These were either not used or not in CUTEr (the precursor to CUTEst).

from pycutest.

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