Fix MathOptNLPModel

Author: amontoison

src/moi_nlp_model.jl

@@ -90,8 +90,8 @@ function NLPModels.grad!(nlp::MathOptNLPModel, x::AbstractVector, g::AbstractVec
     g .= nlp.obj.gradient
   end
   if nlp.obj.type == "QUADRATIC"
-    coo_sym_prod!(nlp.obj.hessian.rows, nlp.obj.hessian.cols, nlp.obj.hessian.vals, x, g)
-    g .+= nlp.obj.gradient
+    g .= nlp.obj.gradient
+    coo_sym_add_mul!(nlp.obj.hessian.rows, nlp.obj.hessian.cols, nlp.obj.hessian.vals, x, g, 1.0)
   end
   if nlp.obj.type == "NONLINEAR"
     MOI.eval_objective_gradient(nlp.eval, g, x)
@@ -303,11 +303,12 @@ function NLPModels.hess_coord!(
     view(vals, 1:(nlp.obj.nnzh)) .= obj_weight .* nlp.obj.hessian.vals
   end
   if (nlp.obj.type == "NONLINEAR") || (nlp.meta.nnln > nlp.quadcon.nquad)
+    λ = view(y, (nlp.meta.nlin + nlp.quadcon.nquad + 1):(nlp.meta.ncon))
     MOI.eval_hessian_lagrangian(nlp.eval,
       view(vals, (nlp.obj.nnzh + nlp.quadcon.nnzh + 1):(nlp.meta.nnzh)),
       x,
       obj_weight,
-      view(y, (nlp.meta.nlin + nlp.quadcon.nquad + 1)::(nlp.meta.ncon))
+      λ
     )
   end
   if nlp.quadcon.nquad > 0
@@ -384,8 +385,8 @@ function NLPModels.hprod!(
     hv .= 0.0
   end
   if nlp.obj.type == "QUADRATIC"
-    coo_sym_prod!(nlp.obj.hessian.rows, nlp.obj.hessian.cols, nlp.obj.hessian.vals, v, hv)
-    hv .*= obj_weight
+    hv .= 0.0
+    coo_sym_add_mul!(nlp.obj.hessian.rows, nlp.obj.hessian.cols, nlp.obj.hessian.vals, v, hv, obj_weight)
   end
   if nlp.obj.type == "NONLINEAR"
     λ = zeros(nlp.meta.nnln - nlp.quadcon.nquad)  # Should be stored in the structure MathOptNLPModel