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…lem (and subclasses)
…an_vector_product()
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… be fixed in the next HiGHS feature)
…e only exception is when the Hessian must be regularized, in which case the explicit Hessian is need by the direct linear solver
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BQPD requires only Hessian-vector products, not the explicit matrix.
Steps:
ModelandOptimizationProblem.HessianModel.OptimizationProblem,HessianModelandMultipliersinto BQPD's workspace (int* lws) insolve_QP, and retrieve them inhessian_vector_product().hessian_vector_product().hessian_quadratic_product()(used for evaluating the subproblem objective) accordingly.Supersedes #114.