public override void GenerateJacobian()
{
int i = 0;
Jacobian.Clear();
var testEval = new Evaluator();
foreach (var equation in Equations)
{
var incidenceVector = equation.Incidence(testEval);
foreach (var variable in incidenceVector)
{
if (!variable.IsConstant && variable.DefiningExpression == null)
{
int j = -1;
if (_variableIndex.TryGetValue(variable, out j))
{
Jacobian.Add(new JacobianElement()
{
EquationIndex = i, VariableIndex = j, Value = 1.0
});
if (UseHessian)
{
var differential = (equation.Right - equation.Left).SymbolicDiff(variable);
foreach (var variable2 in incidenceVector)
{
if (!variable2.IsConstant && variable2.DefiningExpression == null)
{
int k = -1;
if (_variableIndex.TryGetValue(variable2, out k) && k <= j)
{
Hessian.Add(new HessianElement()
{
EquationIndex = i, Variable1Index = j, Variable2Index = k, Expression = differential, Value = 1.0
});
}
}
}
}
}
}
}
i++;
}
if (UseHessian)
{
var incidenceVector = ObjectiveFunction.Incidence();
foreach (var variable1 in incidenceVector)
{
if (!variable1.IsConstant && variable1.DefiningExpression == null)
{
int j = -1;
if (_variableIndex.TryGetValue(variable1, out j))
{
var differential = ObjectiveFunction.SymbolicDiff(variable1);
foreach (var variable2 in incidenceVector)
{
if (!variable2.IsConstant && variable2.DefiningExpression == null)
{
int k = -1;
if (_variableIndex.TryGetValue(variable2, out k) && k <= j)
{
ObjectiveHessian.Add(new HessianElement()
{
EquationIndex = 0, Variable1Index = j, Variable2Index = k, Expression = differential, Value = 1.0
});
}
}
}
}
}
}
}
foreach (var equation in Constraints)
{
var incidenceVector = equation.Incidence(testEval);
foreach (var variable in incidenceVector)
{
if (!variable.IsConstant && variable.DefiningExpression == null)
{
int j = -1;
if (_variableIndex.TryGetValue(variable, out j))
{
Jacobian.Add(new JacobianElement()
{
EquationIndex = i, VariableIndex = j, Value = 1.0
});
if (UseHessian)
{
var differential = (equation.Right - equation.Left).SymbolicDiff(variable);
foreach (var variable2 in incidenceVector)
{
if (!variable2.IsConstant && variable2.DefiningExpression == null)
{
int k = -1;
if (_variableIndex.TryGetValue(variable2, out k) && k <= j)
{
Hessian.Add(new HessianElement()
{
EquationIndex = i, Variable1Index = j, Variable2Index = k, Expression = differential, Value = 1.0
});
}
}
}
}
}
}
}
i++;
}
if (UseHessian)
{
GenerateHessianStructureInfo();
}
}