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WIP: Use Hessian of Lagrangian funciton #366

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@baggepinnen baggepinnen commented Sep 1, 2022

  • This is waiting on a new release of SciMLBase containing the lag_h field in OptimizationFunction.
  • Updating all the AD backends to provide the lag_h function.
  • Update the Optim backend to make use of lag_h instead of manually assmebled version.

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codecov bot commented Sep 1, 2022

Codecov Report

Merging #366 (393785e) into master (124ee18) will decrease coverage by 35.50%.
The diff coverage is 50.00%.

@@             Coverage Diff             @@
##           master     #366       +/-   ##
===========================================
- Coverage   80.79%   45.28%   -35.51%     
===========================================
  Files           9        9               
  Lines         276      276               
===========================================
- Hits          223      125       -98     
- Misses         53      151       +98     
Impacted Files Coverage Δ
src/function/function.jl 73.07% <50.00%> (-26.93%) ⬇️
src/function/finitediff.jl 6.97% <0.00%> (-86.05%) ⬇️
src/function/reversediff.jl 0.00% <0.00%> (-79.17%) ⬇️
src/function/tracker.jl 0.00% <0.00%> (-75.00%) ⬇️
src/function/zygote.jl 48.00% <0.00%> (-32.00%) ⬇️
src/function/mtk.jl 66.03% <0.00%> (-22.65%) ⬇️
src/function/forwarddiff.jl 83.33% <0.00%> (-11.91%) ⬇️

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