JuliaSmoothOptimizers / JuliaSmoothOptimizers/NLPModels.jl

Parametric API

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Description

It would be nice for NLPModels to define a standard API for the data we'd need for sensitivity analysis. In particular:

- Partial second derivatives of the lagrangian w.r.t. primal solution and parameters (e.g. `NLPModels.hess_param(nlp, x, y)`)
- Partial derivatives of the constraints w.r.t. parameters (e.g. `NLPModels.jac_param(nlp, x)`?)

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