diff --git a/src/controller/execute.jl b/src/controller/execute.jl index 68cbde8e9..affe7a4e8 100644 --- a/src/controller/execute.jl +++ b/src/controller/execute.jl @@ -110,15 +110,15 @@ are also available: - `:JE`: economic cost value at the optimum, ``J_E`` - `:gc`: custom nonlinear constraints values at the optimum, ``\mathbf{g_c}`` -- `:∇J` or *`:nablaJ`* : gradient of the objective function, ``\mathbf{\nabla} J`` -- `:∇²J` or *`:nabla2J`* : Hessian of the objective function, ``\mathbf{\nabla^2}J`` -- `:∇g` or *`:nablag`* : Jacobian of the inequality constraint, ``\mathbf{\nabla g}`` -- `:∇²ℓg` or *`:nabla2lg`* : Hessian of the inequality Lagrangian, ``\mathbf{\nabla^2}\ell_{\mathbf{g}}`` -- `:∇geq` or *`:nablageq`* : Jacobian of the equality constraint, ``\mathbf{\nabla g_{eq}}`` -- `:∇²ℓgeq` or *`:nabla2lgeq`* : Hessian of the equality Lagrangian, ``\mathbf{\nabla^2}\ell_{\mathbf{g_{eq}}}`` - -Note that Hessian of Lagrangians are not fully supported yet. Their nonzero coefficients are -random values for now. +- `:∇J` or *`:nablaJ`* : optimal gradient of the objective function, ``\mathbf{\nabla} J`` +- `:∇²J` or *`:nabla2J`* : optimal Hessian of the objective function, ``\mathbf{\nabla^2}J`` +- `:∇g` or *`:nablag`* : optimal Jacobian of the inequality constraint, ``\mathbf{\nabla g}`` +- `:∇²ℓg` or *`:nabla2lg`* : optimal Hessian of the inequality Lagrangian, ``\mathbf{\nabla^2}\ell_{\mathbf{g}}`` +- `:∇geq` or *`:nablageq`* : optimal Jacobian of the equality constraint, ``\mathbf{\nabla g_{eq}}`` +- `:∇²ℓgeq` or *`:nabla2lgeq`* : optimal Hessian of the equality Lagrangian, ``\mathbf{\nabla^2}\ell_{\mathbf{g_{eq}}}`` + +Note that retrieving optimal Hessians of Lagrangian are not fully supported yet. Their +nonzero coefficients are random values for now. # Examples ```jldoctest diff --git a/src/estimator/mhe/execute.jl b/src/estimator/mhe/execute.jl index 76c9ac17b..8247222b0 100644 --- a/src/estimator/mhe/execute.jl +++ b/src/estimator/mhe/execute.jl @@ -98,13 +98,13 @@ For [`NonLinModel`](@ref), it also includes the following derivative fields: - `:JE`: economic cost value at the optimum, ``J_E`` - `:gc`: custom nonlinear constraints values at the optimum, ``\mathbf{g_c}`` -- `:∇J` or *`:nablaJ`* : gradient of the objective function, ``\mathbf{\nabla} J`` -- `:∇²J` or *`:nabla2J`* : Hessian of the objective function, ``\mathbf{\nabla^2}J`` -- `:∇g` or *`:nablag`* : Jacobian of the inequality constraint, ``\mathbf{\nabla g}`` -- `:∇²ℓg` or *`:nabla2lg`* : Hessian of the inequality Lagrangian, ``\mathbf{\nabla^2}\ell_{\mathbf{g}}`` +- `:∇J` or *`:nablaJ`* : optimal gradient of the objective function, ``\mathbf{\nabla} J`` +- `:∇²J` or *`:nabla2J`* : optimal Hessian of the objective function, ``\mathbf{\nabla^2}J`` +- `:∇g` or *`:nablag`* : optimal Jacobian of the inequality constraint, ``\mathbf{\nabla g}`` +- `:∇²ℓg` or *`:nabla2lg`* : optimal Hessian of the inequality Lagrangian, ``\mathbf{\nabla^2}\ell_{\mathbf{g}}`` -Note that Hessian of Lagrangians are not fully supported yet. Their nonzero coefficients are -random values for now. +Note that retrieving optimal Hessians of Lagrangian are not fully supported yet. Their +nonzero coefficients are random values for now. # Examples ```jldoctest diff --git a/src/general.jl b/src/general.jl index ab9c49199..87f738e34 100644 --- a/src/general.jl +++ b/src/general.jl @@ -18,7 +18,7 @@ const ALL_COLORING_ORDERS = ( const HIDDEN_GETINFO_KEYS_MHE = ( :What, :xhatarr, :epsilon, :Xhat, :xhat, :Vhat, :Pbar, :xbar, :Yhat, :Yhatm, :ϵ, - :nablaJ, :nabla2J, :nablag, :nabla2lg + :nablaJ, :nabla2J, :nablag, :nabla2lg, :nablageq, :nabla2lgeq ) const HIDDEN_GETINFO_KEYS_MPC = (