[Scilab-Dev] AMPL toolbox

Collette yann yann.collette at scilab.org
Tue Jun 15 16:34:17 CEST 2010


Hello,

Sorry for the late answer.
It's not yet in the ampl toolbox. But I will add this asap.
Thanks for the info,

Yann

Le 15/06/2010 03:09, Jean-Pierre Dussault a écrit :
> Hi!
>
> I am very interested by the ampl toolbox. However, there is a missing 
> feature I need for my work with truncated Newton algorithms: computing 
> the product of the hessian with a vector without evaluating the whole 
> hessian. This is available according to "hooking your solver..."
>
>         void hvcomp(real *HV, real *P, int nobj, real *OW, real *Y)
>
>     stores in HV (a full vector of length n_var) the Hessian of the
>     Lagrangian times vector P. In other words, hvcomp computes
>
>     where /W/ is the Lagrangian Hessian,
>
>
> This is not in the toolbox. Would it be possible to add this function 
> to the toolbox?
>
> Thank you,
>
> JPD
>

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