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18 changes: 9 additions & 9 deletions src/controller/execute.jl
Original file line number Diff line number Diff line change
Expand Up @@ -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
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12 changes: 6 additions & 6 deletions src/estimator/mhe/execute.jl
Original file line number Diff line number Diff line change
Expand Up @@ -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
Expand Down
2 changes: 1 addition & 1 deletion src/general.jl
Original file line number Diff line number Diff line change
Expand Up @@ -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 = (
Expand Down