added: fetching actual LangrangeMultiplier in getinfo
#298
+50
−31
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For optimizer that supports it, the Hessian of the Lagrangians returned by
getinfofunction, that is::∇²ℓgor:nabla2lgfields ininfodictionnary:∇²ℓgeqor:nabla2lgeqfields ininfodictionnarywill now contain the actual second order derivatives at the optimal Lagrange multipliers and decision variables.
If the optimizer does not support fetching the Lagrange multipliers, the non-zero coefficients in the matrices will be random values, since just the sparsity structure can be useful in itself (with a
@warnmessage)