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IAimmsMathProgramNonLinearEvaluator::GetHessianSparsityPattern Method

Get the sparsity pattern of the Hessian.

virtual _LONG_T GetHessianSparsityPattern(
    int nhess, 
    int rowno[], 
    int colno[]
) = 0;
Parameters 
Description 
int nhess 
The number of Hessian elements. 
int rowno[] 
An integer array of length nhess with the row numbers of the lower triangular part of the Hessian on output. 
int colno[] 
An integer array of length nhess with the columns numbers of the lower triangular part of the Hessian on output. 

The GetHessianSparsityPattern method returns AOSI_FAILURE in case of an error, else AOSI_SUCCESS.

The GetHessianSparsityPattern method provides the sparsity pattern of the lower triangualar part of the Hessian of the Lagrangian, including the diagonal. This method should be used only for nonlinear models.

  1. The elements of the Hessian will be sorted column wise, i.e., colno will be non-decreasing. Within each column the elements will be sorted row wise, i.e., the elements of rowno will be increasing for sequences for which the column number is constant.
  2. The number of Hessian elements, nhess, is passed to the solver by the DoSolve method using the parameter IntegerMathProgramInfo::IPARAM_HESSIAN_ELEM.

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