casadi 3.6.5__cp39-none-macosx_11_0_arm64.whl → 3.6.7__cp39-none-macosx_11_0_arm64.whl

casadi/include/alpaqa/implementation/casadi/CasADiProblem.tpp

@@ -1,425 +0,0 @@
-#pragma once
-
-#include <alpaqa/casadi/CasADiFunctionWrapper.hpp>
-#include <alpaqa/casadi/CasADiProblem.hpp>
-#include <alpaqa/util/io/csv.hpp>
-#include <alpaqa/util/not-implemented.hpp>
-#include "CasADiLoader-util.hpp"
-
-#include <casadi/core/external.hpp>
-
-#include <algorithm>
-#include <filesystem>
-#include <fstream>
-#include <memory>
-#include <optional>
-#include <stdexcept>
-#include <type_traits>
-
-namespace alpaqa {
-
-namespace fs = std::filesystem;
-
-namespace casadi_loader {
-
-template <Config Conf>
-struct CasADiFunctionsWithParam {
-    USING_ALPAQA_CONFIG(Conf);
-    CasADiFunctionEvaluator<Conf, 2, 1> f;
-    CasADiFunctionEvaluator<Conf, 2, 2> f_grad_f;
-    // CasADiFunctionEvaluator<6, 1> grad_ψ;
-    CasADiFunctionEvaluator<Conf, 6, 2> ψ_grad_ψ;
-    struct ConstrFun {
-        CasADiFunctionEvaluator<Conf, 2, 1> g;
-        CasADiFunctionEvaluator<Conf, 3, 1> grad_L;
-        CasADiFunctionEvaluator<Conf, 6, 2> ψ;
-    };
-    std::optional<ConstrFun> constr = std::nullopt;
-    std::optional<CasADiFunctionEvaluator<Conf, 5, 1>> hess_L_prod =
-        std::nullopt;
-    std::optional<CasADiFunctionEvaluator<Conf, 4, 1>> hess_L = std::nullopt;
-    std::optional<CasADiFunctionEvaluator<Conf, 8, 1>> hess_ψ_prod =
-        std::nullopt;
-    std::optional<CasADiFunctionEvaluator<Conf, 7, 1>> hess_ψ = std::nullopt;
-    std::optional<CasADiFunctionEvaluator<Conf, 2, 1>> jac_g  = std::nullopt;
-    indexvec inner_H{}, outer_H{};
-    indexvec inner_J{}, outer_J{};
-};
-
-} // namespace casadi_loader
-
-namespace detail {
-
-template <Config Conf>
-auto casadi_to_index(casadi_int i) -> index_t<Conf> {
-    return static_cast<index_t<Conf>>(i);
-}
-} // namespace detail
-
-template <Config Conf>
-CasADiProblem<Conf>::CasADiProblem(const std::string &so_name)
-    : BoxConstrProblem<Conf>{0, 0} {
-    using namespace casadi_loader;
-    length_t n = 0, m = 0, p = 0;
-    auto load_g_unknown_dims =
-        [&]() -> std::optional<CasADiFunctionEvaluator<Conf, 2, 1>> {
-        casadi::Function gfun = casadi::external("g", so_name);
-        using namespace std::literals::string_literals;
-        if (gfun.n_in() != 2)
-            throw std::invalid_argument(
-                "Invalid number of input arguments: got "s +
-                std::to_string(gfun.n_in()) + ", should be 2.");
-        if (gfun.n_out() > 1)
-            throw std::invalid_argument(
-                "Invalid number of output arguments: got "s +
-                std::to_string(gfun.n_in()) + ", should be 0 or 1.");
-        if (gfun.size2_in(0) != 1)
-            throw std::invalid_argument(
-                "First input argument should be a column vector.");
-        if (gfun.size2_in(1) != 1)
-            throw std::invalid_argument(
-                "Second input argument should be a column vector.");
-        if (gfun.n_out() == 1 && gfun.size2_out(0) != 1)
-            throw std::invalid_argument(
-                "First output argument should be a column vector.");
-        n = static_cast<length_t>(gfun.size1_in(0));
-        if (gfun.n_out() == 1)
-            m = static_cast<length_t>(gfun.size1_out(0));
-        p = static_cast<length_t>(gfun.size1_in(1));
-        if (gfun.n_out() == 0) {
-            if (m != 0)
-                throw std::invalid_argument(
-                    "Function g has no outputs but m != 0");
-            return std::nullopt;
-        }
-        CasADiFunctionEvaluator<Conf, 2, 1> g{std::move(gfun)};
-        g.validate_dimensions({dim(n, 1), dim(p, 1)}, {dim(m, 1)});
-        return std::make_optional(std::move(g));
-    };
-
-    auto g = wrap_load(so_name, "g", load_g_unknown_dims);
-
-    this->n     = n;
-    this->m     = m;
-    this->param = vec::Constant(p, alpaqa::NaN<Conf>);
-    this->C     = Box<config_t>{n};
-    this->D     = Box<config_t>{m};
-
-    impl = std::make_unique<CasADiFunctionsWithParam<Conf>>(
-        CasADiFunctionsWithParam<Conf>{
-            .f        = wrapped_load<CasADiFunctionEvaluator<Conf, 2, 1>>( //
-                so_name, "f", dims(n, p), dims(1)),
-            .f_grad_f = wrapped_load<CasADiFunctionEvaluator<Conf, 2, 2>>( //
-                so_name, "f_grad_f", dims(n, p), dims(1, n)),
-            // .grad_ψ = wrapped_load<CasADiFunctionEvaluator<6, 1>>( //
-            //     so_name, "grad_psi", dims(n, p, m, m, m, m), dims(n)),
-            .ψ_grad_ψ = wrapped_load<CasADiFunctionEvaluator<Conf, 6, 2>>( //
-                so_name, "psi_grad_psi", dims(n, p, m, m, m, m), dims(1, n)),
-        });
-
-    if (g)
-        impl->constr = {
-            std::move(*g),
-            wrapped_load<CasADiFunctionEvaluator<Conf, 3, 1>>( //
-                so_name, "grad_L", dims(n, p, m), dims(n)),
-            wrapped_load<CasADiFunctionEvaluator<Conf, 6, 2>>( //
-                so_name, "psi", dims(n, p, m, m, m, m), dims(1, m)),
-        };
-
-    impl->hess_L_prod = try_load<CasADiFunctionEvaluator<Conf, 5, 1>>( //
-        so_name, "hess_L_prod", dims(n, p, m, 1, n), dims(n));
-    impl->hess_L      = try_load<CasADiFunctionEvaluator<Conf, 4, 1>>( //
-        so_name, "hess_L", dims(n, p, m, 1), dims(dim(n, n)));
-    impl->hess_ψ_prod = try_load<CasADiFunctionEvaluator<Conf, 8, 1>>( //
-        so_name, "hess_psi_prod", dims(n, p, m, m, 1, m, m, n), dims(n));
-    impl->hess_ψ      = try_load<CasADiFunctionEvaluator<Conf, 7, 1>>( //
-        so_name, "hess_psi", dims(n, p, m, m, 1, m, m), dims(dim(n, n)));
-    impl->jac_g       = try_load<CasADiFunctionEvaluator<Conf, 2, 1>>( //
-        so_name, "jacobian_g", dims(n, p), dims(dim(m, n)));
-
-    auto data_filepath = fs::path{so_name}.replace_extension("csv");
-    if (fs::exists(data_filepath))
-        load_numerical_data(data_filepath);
-}
-
-template <Config Conf>
-void CasADiProblem<Conf>::load_numerical_data(
-    const std::filesystem::path &filepath, char sep) {
-    // Open data file
-    std::ifstream data_file{filepath};
-    if (!data_file)
-        throw std::runtime_error("Unable to open data file \"" +
-                                 filepath.string() + '"');
-
-    // Helper function for reading single line of (float) data
-    index_t line        = 0;
-    auto wrap_data_load = [&](std::string_view name, auto &v, bool fixed_size) {
-        try {
-            ++line;
-            if (data_file.peek() == '\n') // Ignore empty lines
-                return static_cast<void>(data_file.get());
-            if (fixed_size) {
-                csv::read_row(data_file, v, sep);
-            } else { // Dynamic size
-                auto s = csv::read_row_std_vector<real_t>(data_file, sep);
-                v      = cmvec{s.data(), static_cast<index_t>(s.size())};
-            }
-        } catch (csv::read_error &e) {
-            // Transform any errors in something more readable
-            throw std::runtime_error("Unable to read " + std::string(name) +
-                                     " from data file \"" + filepath.string() +
-                                     ':' + std::to_string(line) +
-                                     "\": " + e.what());
-        }
-    };
-    // Helper function for reading a single value
-    auto read_single = [&](std::string_view name, auto &v) {
-        data_file >> v;
-        if (!data_file)
-            throw std::runtime_error("Unable to read " + std::string(name) +
-                                     " from data file \"" + filepath.string() +
-                                     ':' + std::to_string(line) + '"');
-    };
-    // Read the bounds, parameter value, and regularization
-    wrap_data_load("C.lowerbound", this->C.lowerbound, true);
-    wrap_data_load("C.upperbound", this->C.upperbound, true);
-    wrap_data_load("D.lowerbound", this->D.lowerbound, true);
-    wrap_data_load("D.upperbound", this->D.upperbound, true);
-    wrap_data_load("param", this->param, true);
-    wrap_data_load("l1_reg", this->l1_reg, false);
-    // Penalty/ALM split is a single integer
-    read_single("penalty_alm_split", this->penalty_alm_split);
-}
-
-template <Config Conf>
-CasADiProblem<Conf>::CasADiProblem(const CasADiProblem &) = default;
-template <Config Conf>
-CasADiProblem<Conf> &
-CasADiProblem<Conf>::operator=(const CasADiProblem &) = default;
-template <Config Conf>
-CasADiProblem<Conf>::CasADiProblem(CasADiProblem &&) noexcept = default;
-template <Config Conf>
-CasADiProblem<Conf> &
-CasADiProblem<Conf>::operator=(CasADiProblem &&) noexcept = default;
-
-template <Config Conf>
-CasADiProblem<Conf>::~CasADiProblem() = default;
-
-template <Config Conf>
-auto CasADiProblem<Conf>::eval_f(crvec x) const -> real_t {
-    real_t f;
-    impl->f({x.data(), param.data()}, {&f});
-    return f;
-}
-
-template <Config Conf>
-void CasADiProblem<Conf>::eval_grad_f(crvec x, rvec grad_fx) const {
-    real_t f;
-    impl->f_grad_f({x.data(), param.data()}, {&f, grad_fx.data()});
-}
-
-template <Config Conf>
-auto CasADiProblem<Conf>::eval_f_grad_f(crvec x, rvec grad_fx) const -> real_t {
-    real_t f;
-    impl->f_grad_f({x.data(), param.data()}, {&f, grad_fx.data()});
-    return f;
-}
-
-template <Config Conf>
-void CasADiProblem<Conf>::eval_g(crvec x, rvec g) const {
-    if (impl->constr)
-        impl->constr->g({x.data(), param.data()}, {g.data()});
-}
-
-template <Config Conf>
-void CasADiProblem<Conf>::eval_grad_g_prod(crvec, crvec, rvec) const {
-    throw not_implemented_error("CasADiProblem::eval_grad_g_prod"); // TODO
-}
-
-template <Config Conf>
-void CasADiProblem<Conf>::eval_grad_ψ(crvec x, crvec y, crvec Σ, rvec grad_ψ,
-                                      rvec, rvec) const {
-#if 0
-    impl->grad_ψ({x.data(), param.data(), y.data(), Σ.data(),
-                  this->D.lowerbound.data(), this->D.upperbound.data()},
-                 {grad_ψ.data()});
-#else
-    // This seems to be faster than having a specialized function. Possibly
-    // cache-related?
-    real_t ψ;
-    impl->ψ_grad_ψ({x.data(), param.data(), y.data(), Σ.data(),
-                    this->D.lowerbound.data(), this->D.upperbound.data()},
-                   {&ψ, grad_ψ.data()});
-#endif
-}
-
-template <Config Conf>
-typename CasADiProblem<Conf>::real_t
-CasADiProblem<Conf>::eval_ψ_grad_ψ(crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec,
-                                   rvec) const {
-    real_t ψ;
-    impl->ψ_grad_ψ({x.data(), param.data(), y.data(), Σ.data(),
-                    this->D.lowerbound.data(), this->D.upperbound.data()},
-                   {&ψ, grad_ψ.data()});
-    return ψ;
-}
-
-template <Config Conf>
-void CasADiProblem<Conf>::eval_grad_L(crvec x, crvec y, rvec grad_L,
-                                      rvec) const {
-    if (impl->constr)
-        impl->constr->grad_L({x.data(), param.data(), y.data()},
-                             {grad_L.data()});
-    else
-        eval_f_grad_f(x, grad_L);
-}
-
-template <Config Conf>
-typename CasADiProblem<Conf>::real_t
-CasADiProblem<Conf>::eval_ψ(crvec x, crvec y, crvec Σ, rvec ŷ) const {
-    real_t ψ;
-    if (impl->constr)
-        impl->constr->ψ({x.data(), param.data(), y.data(), Σ.data(),
-                         this->D.lowerbound.data(), this->D.upperbound.data()},
-                        {&ψ, ŷ.data()});
-    else
-        impl->f({x.data(), param.data()}, {&ψ});
-    return ψ;
-}
-
-template <Config Conf>
-void CasADiProblem<Conf>::eval_grad_gi(crvec, index_t, rvec) const {
-    throw not_implemented_error("CasADiProblem::eval_grad_gi"); // TODO
-}
-
-template <Config Conf>
-auto CasADiProblem<Conf>::get_jac_g_num_nonzeros() const -> length_t {
-    if (!impl->jac_g.has_value())
-        return -1;
-    auto &&sparsity = impl->jac_g->fun.sparsity_out(0);
-    return sparsity.is_dense() ? -1 : static_cast<length_t>(sparsity.nnz());
-}
-
-template <Config Conf>
-void CasADiProblem<Conf>::eval_jac_g(crvec x, rindexvec inner_idx,
-                                     rindexvec outer_ptr, rvec J_values) const {
-    assert(impl->jac_g.has_value());
-    if (J_values.size() > 0) {
-        (*impl->jac_g)({x.data(), param.data()}, {J_values.data()});
-    } else {
-        auto &&sparsity = impl->jac_g->fun.sparsity_out(0);
-        using detail::casadi_to_index;
-        if (!sparsity.is_dense()) {
-            std::transform(sparsity.row(), sparsity.row() + sparsity.nnz(),
-                           inner_idx.begin(), casadi_to_index<config_t>);
-            std::transform(sparsity.colind(),
-                           sparsity.colind() + this->get_n() + 1,
-                           outer_ptr.begin(), casadi_to_index<config_t>);
-        }
-    }
-}
-
-template <Config Conf>
-void CasADiProblem<Conf>::eval_hess_L_prod(crvec x, crvec y, real_t scale,
-                                           crvec v, rvec Hv) const {
-    assert(impl->hess_L_prod.has_value());
-    (*impl->hess_L_prod)({x.data(), param.data(), y.data(), &scale, v.data()},
-                         {Hv.data()});
-}
-
-template <Config Conf>
-auto CasADiProblem<Conf>::get_hess_L_num_nonzeros() const -> length_t {
-    if (!impl->hess_L.has_value())
-        return -1;
-    auto &&sparsity = impl->hess_L->fun.sparsity_out(0);
-    return sparsity.is_dense() ? -1 : static_cast<length_t>(sparsity.nnz());
-}
-
-template <Config Conf>
-void CasADiProblem<Conf>::eval_hess_L(crvec x, crvec y, real_t scale,
-                                      rindexvec inner_idx, rindexvec outer_ptr,
-                                      rvec H_values) const {
-    assert(impl->hess_L.has_value());
-    if (H_values.size() > 0) {
-        (*impl->hess_L)({x.data(), param.data(), y.data(), &scale},
-                        {H_values.data()});
-    } else {
-        auto &&sparsity = impl->hess_L->fun.sparsity_out(0);
-        using detail::casadi_to_index;
-        if (!sparsity.is_dense()) {
-            std::transform(sparsity.row(), sparsity.row() + sparsity.nnz(),
-                           inner_idx.begin(), casadi_to_index<config_t>);
-            std::transform(sparsity.colind(),
-                           sparsity.colind() + this->get_n() + 1,
-                           outer_ptr.begin(), casadi_to_index<config_t>);
-        }
-    }
-}
-
-template <Config Conf>
-void CasADiProblem<Conf>::eval_hess_ψ_prod(crvec x, crvec y, crvec Σ,
-                                           real_t scale, crvec v,
-                                           rvec Hv) const {
-    assert(impl->hess_ψ_prod.has_value());
-    (*impl->hess_ψ_prod)({x.data(), param.data(), y.data(), Σ.data(), &scale,
-                          this->D.lowerbound.data(), this->D.upperbound.data(),
-                          v.data()},
-                         {Hv.data()});
-}
-
-template <Config Conf>
-auto CasADiProblem<Conf>::get_hess_ψ_num_nonzeros() const -> length_t {
-    if (!impl->hess_ψ.has_value())
-        return 0;
-    auto &&sparsity = impl->hess_ψ->fun.sparsity_out(0);
-    return sparsity.is_dense() ? 0 : static_cast<length_t>(sparsity.nnz());
-}
-
-template <Config Conf>
-void CasADiProblem<Conf>::eval_hess_ψ(crvec x, crvec y, crvec Σ, real_t scale,
-                                      rindexvec inner_idx, rindexvec outer_ptr,
-                                      rvec H_values) const {
-    assert(impl->hess_ψ.has_value());
-    if (H_values.size() > 0) {
-        (*impl->hess_ψ)({x.data(), param.data(), y.data(), Σ.data(), &scale,
-                         this->D.lowerbound.data(), this->D.upperbound.data()},
-                        {H_values.data()});
-    } else {
-        auto &&sparsity = impl->hess_ψ->fun.sparsity_out(0);
-        using detail::casadi_to_index;
-        if (!sparsity.is_dense()) {
-            std::transform(sparsity.row(), sparsity.row() + sparsity.nnz(),
-                           inner_idx.begin(), casadi_to_index<config_t>);
-            std::transform(sparsity.colind(),
-                           sparsity.colind() + this->get_n() + 1,
-                           outer_ptr.begin(), casadi_to_index<config_t>);
-        }
-    }
-}
-
-template <Config Conf>
-bool CasADiProblem<Conf>::provides_eval_grad_gi() const {
-    return false; // TODO
-}
-template <Config Conf>
-bool CasADiProblem<Conf>::provides_eval_jac_g() const {
-    return impl->jac_g.has_value();
-}
-template <Config Conf>
-bool CasADiProblem<Conf>::provides_eval_hess_L_prod() const {
-    return impl->hess_L_prod.has_value();
-}
-template <Config Conf>
-bool CasADiProblem<Conf>::provides_eval_hess_L() const {
-    return impl->hess_L.has_value();
-}
-template <Config Conf>
-bool CasADiProblem<Conf>::provides_eval_hess_ψ_prod() const {
-    return impl->hess_ψ_prod.has_value();
-}
-template <Config Conf>
-bool CasADiProblem<Conf>::provides_eval_hess_ψ() const {
-    return impl->hess_ψ.has_value();
-}
-
-} // namespace alpaqa

casadi/include/alpaqa/implementation/inner/directions/panoc/structured-lbfgs.tpp

@@ -1,164 +0,0 @@
-#pragma once
-
-#include <alpaqa/implementation/inner/panoc-helpers.tpp>
-#include <alpaqa/inner/directions/panoc/structured-lbfgs.hpp>
-
-namespace alpaqa {
-
-template <Config Conf>
-void StructuredLBFGSDirection<Conf>::initialize(
-    const Problem &problem, crvec y, crvec Σ, [[maybe_unused]] real_t γ_0,
-    [[maybe_unused]] crvec x_0, [[maybe_unused]] crvec x̂_0,
-    [[maybe_unused]] crvec p_0, [[maybe_unused]] crvec grad_ψx_0) {
-    if (!problem.provides_eval_inactive_indices_res_lna())
-        throw std::invalid_argument(
-            "Structured L-BFGS requires eval_inactive_indices_res_lna()");
-    if (direction_params.hessian_vec_factor != 0 &&
-        !direction_params.hessian_vec_finite_differences &&
-        !direction_params.full_augmented_hessian &&
-        !problem.provides_eval_hess_L_prod())
-        throw std::invalid_argument(
-            "Structured L-BFGS requires eval_hess_L_prod(). Alternatively, set "
-            "hessian_vec_factor = 0 or hessian_vec_finite_differences = true.");
-    if (direction_params.hessian_vec_factor != 0 &&
-        !direction_params.hessian_vec_finite_differences &&
-        direction_params.full_augmented_hessian &&
-        !(problem.provides_eval_hess_L_prod() ||
-          problem.provides_eval_hess_ψ_prod()))
-        throw std::invalid_argument(
-            "Structured L-BFGS requires _eval_hess_ψ_prod() or "
-            "eval_hess_L_prod(). Alternatively, set "
-            "hessian_vec_factor = 0 or hessian_vec_finite_differences = true.");
-    if (direction_params.hessian_vec_factor != 0 &&
-        !direction_params.hessian_vec_finite_differences &&
-        direction_params.full_augmented_hessian &&
-        !problem.provides_eval_hess_ψ_prod() &&
-        !(problem.provides_get_box_D() && problem.provides_eval_grad_gi()))
-        throw std::invalid_argument(
-            "Structured L-BFGS requires either eval_hess_ψ_prod() or "
-            "get_box_D() and eval_grad_gi(). Alternatively, set "
-            "hessian_vec_factor = 0, hessian_vec_finite_differences = true, or "
-            "full_augmented_hessian = false.");
-    // Store references to problem and ALM variables
-    this->problem = &problem;
-    this->y.emplace(y);
-    this->Σ.emplace(Σ);
-    // Allocate workspaces
-    const auto n = problem.get_n();
-    const auto m = problem.get_m();
-    lbfgs.resize(n);
-    J_sto.resize(n);
-    HqK.resize(n);
-    if (direction_params.hessian_vec_finite_differences) {
-        work_n.resize(n);
-        work_n2.resize(n);
-        work_m.resize(m);
-    } else if (direction_params.full_augmented_hessian) {
-        work_n.resize(n);
-        work_m.resize(m);
-    }
-}
-
-template <Config Conf>
-bool StructuredLBFGSDirection<Conf>::apply(real_t γₖ, crvec xₖ,
-                                           [[maybe_unused]] crvec x̂ₖ, crvec pₖ,
-                                           crvec grad_ψxₖ, rvec qₖ) const {
-    const auto n = problem->get_n();
-
-    // Find inactive indices J
-    auto nJ = problem->eval_inactive_indices_res_lna(γₖ, xₖ, grad_ψxₖ, J_sto);
-    auto J = J_sto.topRows(nJ);
-
-    // There are no inactive indices J
-    if (nJ == 0) {
-        // No free variables, no Newton step possible
-        return false; // Simply use the projection step
-    }
-    // There are inactive indices J
-    if (J.size() == n) { // There are no active indices K
-        // If all indices are free, we can use standard L-BFGS,
-        qₖ = (real_t(1) / γₖ) * pₖ;
-        return lbfgs.apply(qₖ, γₖ);
-    }
-    // There are active indices K
-    qₖ = pₖ;
-    if (direction_params.hessian_vec_factor != 0) {
-        qₖ(J).setZero();
-        approximate_hessian_vec_term(xₖ, grad_ψxₖ, qₖ, J);
-        // Compute right-hand side of 6.1c
-        qₖ(J) = (real_t(1) / γₖ) * pₖ(J) -
-                direction_params.hessian_vec_factor * HqK(J);
-    } else {
-        qₖ(J) = (real_t(1) / γₖ) * pₖ(J);
-    }
-    // If there are active indices, we need the specialized version
-    // that only applies L-BFGS to the inactive indices
-    bool success = lbfgs.apply_masked(qₖ, γₖ, J);
-    if (success)
-        return true;
-    // If L-BFGS application failed, qₖ(J) still contains
-    // -∇ψ(x)(J) - HqK(J) or -∇ψ(x)(J), which is not a valid step.
-    // A good alternative is to use H₀ = γI as an L-BFGS estimate.
-    // This seems to perform better in practice than just falling back to a
-    // projected gradient step.
-    switch (direction_params.failure_policy) {
-        case DirectionParams::FallbackToProjectedGradient: return success;
-        case DirectionParams::UseScaledLBFGSInput:
-            if (nJ == n)
-                qₖ *= γₖ;
-            else
-                qₖ(J) *= γₖ;
-            return true;
-        default: return false;
-    }
-}
-
-template <Config Conf>
-void StructuredLBFGSDirection<Conf>::approximate_hessian_vec_term(
-    crvec xₖ, crvec grad_ψxₖ, rvec qₖ, crindexvec J) const {
-    const auto m = problem->get_m();
-    // Either compute the Hessian-vector product using finite differences
-    if (direction_params.hessian_vec_finite_differences) {
-        Helpers::calc_augmented_lagrangian_hessian_prod_fd(
-            *problem, xₖ, *y, *Σ, grad_ψxₖ, qₖ, HqK, work_n, work_n2, work_m);
-    }
-    // Or using an exact AD
-    else {
-        if (!direction_params.full_augmented_hessian) {
-            // Compute the product with the Hessian of the Lagrangian
-            problem->eval_hess_L_prod(xₖ, *y, 1, qₖ, HqK);
-        } else {
-            if (problem->provides_eval_hess_ψ_prod()) {
-                // Compute the product with the Hessian of the augmented
-                // Lagrangian
-                problem->eval_hess_ψ_prod(xₖ, *y, *Σ, 1, qₖ, HqK);
-            } else {
-                // Compute the product with the Hessian of the Lagrangian
-                problem->eval_hess_L_prod(xₖ, *y, 1, qₖ, HqK);
-                // And then add the Hessian of the penalty terms, to get the
-                // Hessian of the full augmented Lagrangian (if required)
-                if (direction_params.full_augmented_hessian) {
-                    assert(m == 0 || problem->provides_eval_grad_gi());
-                    const auto &D = problem->get_box_D();
-                    auto &g       = work_m;
-                    problem->eval_g(xₖ, g);
-                    for (index_t i = 0; i < m; ++i) {
-                        real_t ζ = g(i) + (*y)(i) / (*Σ)(i);
-                        bool inactive =
-                            D.lowerbound(i) < ζ && ζ < D.upperbound(i);
-                        if (not inactive) {
-                            problem->eval_grad_gi(xₖ, i, work_n);
-                            auto t = (*Σ)(i)*work_n.dot(qₖ);
-                            // TODO: the dot product is more work than
-                            //       strictly necessary (only over K)
-                            for (auto j : J)
-                                HqK(j) += work_n(j) * t;
-                        }
-                    }
-                }
-            }
-        }
-    }
-}
-
-} // namespace alpaqa