IAimmsMathProgramNonLinearEvaluator::GetSecondOrderDirectionalDerivatives Method

Compute the second order directional derivatives.

virtual _LONG_T GetSecondOrderDirectionalDerivatives(
    _LONG_T row_no, 
    int nnonlin_cols, 
    double point[], 
    int new_point, 
    double dirs[], 
    double der2[]
) = 0;

Parameters

Parameters	Description
_LONG_T row_no	The row number.
int nnonlin_cols	The number of columns appearing nonlinearly in the row.
double point[]	Double-valued array containing the point of evaluation. The length of the array should match the total number of columns.
int new_point	The new point indicator. If this argument is set to 0, then AIMMS ignores the point argument and uses the same point as in the previous call to the method. If set to 1, then AIMMS will use the point information passed to point.
double dirs[]	Double-valued array with the direction in which the second order directional derivatives should be computed. The length of the array should match the total number of columns.
double der2[]	Dense double-valued array containing the second order directional derivatives on output. The length of the array should match nnonlin_cols.

Returns

The GetSecondOrderDirectionalDerivatives method returns the number of domain (evaluation) errors that occurred while calculating the second order directional derivatives.

Description

The GetSecondOrderDirectionalDerivatives method is used to let AIMMS compute the second order directional derivatives (using the reverse method for evaluating second order derivatives). This method should be used only for nonlinear models.

Remarks

The performance of GetSecondOrderDirectionalDerivatives increases if AIMMS can use the same point as in the previous call. Therefore you should use the setting new_point=0 as much as possible.
The total number of columns in the model is equal to the value of parameter IntegerMathProgramInfo::IPARAM_COLS, as passed to the DoSolve method.

Group

IAimmsMathProgramNonLinearEvaluator Methods

Links

IAimmsMathProgramNonLinearEvaluator Class, IAimmsMathProgramNonLinearEvaluator Members, IAimmsMathProgramNonLinearEvaluator Methods

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