Hello, The new MOI.VectorNonlinearOracle support providing the Hessian of the Langrangian function, defined as, according to MOI.jl doc: \sum_i \mu_i \nabla^2 f_i(\mathbf{x}) but the Langrangian typically also include the objective function: L( \mathbf{x},\boldsymbol{\mu}) = J(\mathbf{x}) + \…

[image] odow: and then compute a single Hessian of lagrange, in pseudo-code: eval_hessian_lagrangian(ret, x, u) = ret .= vec(DI.hessian(x -> lagrange(x, u))) You’d want to re-use any work for different x and u, but I don’t know how to do that in DI. And you want sparsity if it exists. So, f…

Computing Hessian of the Langrangian efficiently with DI.jl

Specific Domains Optimization (Mathematical)

odow October 30, 2025, 10:51pm 11

Providing (1, 2) is enough

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Computing Hessian of the Langrangian efficiently with DI.jl

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