2DDirLagr – Second Derivatives of the Lagrangian in a Direction

This optional callback routine must be registered with conopt::coidef_2ddirlagr(). It computes the directional second derivative for the Lagrangian as defined in the introduction to this section.

Integer Function 2DDirLagr( X, DX, U, D2G, NEWPT,  &
                           NODRV, N, M, USRMEM )
INTEGER, Intent(IN)                       :: NEWPT, N, M
INTEGER, Intent(IN OUT)                   :: NODRV
REAL*8,  Dimension(N),  Intent(IN)        :: X
REAL*8,  Dimension(N),  Intent(IN)        :: DX
REAL*8,  Dimension(M),  Intent(IN)        :: U
REAL*8,  Dimension(N),  Intent(OUT)       :: D2G
REAL*8,  Intent(IN OUT)                   :: 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 conopt::coidef_numvar(). Provided by CONOPT.
M: The number of constraints in the model as defined in conopt::coidef_numcon(). Provided by CONOPT.
USRMEM: User memory as defined in conopt::coidef_usrmem() (Only for Fortran and C API).