The modeler can tell CONOPT that second order directional derivatives are available by registering a 2DDir or 2DDirLagr callback routine using COIDEF_2DDir() or COIDEF_2DDirLagr().

2DDirLagr – Second Derivatives of the Lagrangian in a Direction

This optional callback routine must be registered with COIDEF_2DDirLagr(). It computes the directional second derivative for the Lagrangian as defined in the introduction to this section.

int COI_CALLCONV 2DDirLagr( double* X, double* DX, double* U,
        double* D2G, int* NEWPT, int* NODRV,
        int* N, int* M, void* USRMEM );

where:

X: Vector with the point in which the directional second derivatives should be computed. Defined by CONOPT.
DX: Vector with the direction in which the directional second derivatives should be computed. Defined by CONOPT.
U: The vector of weights on the individual constraints. The Lagrangian is defined as L = SUM(r in rows)U(row) \cdot function(row). U is defined by CONOPT when MODE = 3.
D2G: Vector returning the directional second derivative. The relevant positions (see JCNM below) will be zero on entry to 2DDir.
NEWPT: Indicator that describes the pair (X,DX). Is provided by CONOPT:
- 1: This is a new point.
- 2: This is the same point as in last call, i.e. the variables in X have not changed but the direction DX has changed.
NEWPT is provided by CONOPT as a service to the modeler. It may be used to calculate and reuse terms that depend on X but do not depend on the direction.
NODRV: Must be set to 1 if the directional second derivatives for some reason could not be computed, for example because some of them were not defined. CONOPT will not use any output from a point that returned a nonzero NODRV.
N: The number of variables in the model as defined in COIDEF_NumVar(). Provided by CONOPT.
M: The number of constraints in the model as defined in COIDEF_NumCon(). Provided by CONOPT.
USRMEM: User memory as defined in COIDEF_UsrMem() (Only for Fortran and C API).