fix: fix sparse cost hessian

Author: AayushSabharwal

src/systems/codegen.jl

@@ -667,10 +667,9 @@ function calculate_cost_hessian(sys::System; sparse = false, simplify = false)
     obj = cost(sys)
     dvs = unknowns(sys)
     if sparse
-        exprs = Symbolics.sparsehessian(obj, dvs; simplify)::AbstractSparseArray
-        sparsity = similar(exprs, Float64)
+        return Symbolics.sparsehessian(obj, dvs; simplify)::AbstractSparseArray
     else
-        exprs = Symbolics.hessian(obj, dvs; simplify)
+        return Symbolics.hessian(obj, dvs; simplify)
     end
 end
 

test/optimizationsystem.jl

@@ -390,3 +390,21 @@ end
     obj = myeigvals_1(m)
     @test_nowarn OptimizationSystem(obj, p_free, []; name = :osys)
 end
+
+@testset "Test sparse hessian" begin
+    rosenbrock(x, p = nothing) = (1 - x[1])^2 + 100 * (x[2] - x[1]^2)^2
+    @variables x[1:2]
+    @named sys = OptimizationSystem(rosenbrock(x))
+    sys = complete(sys)
+    prob = OptimizationProblem(sys, [x => [42.0, 12.37]]; hess = true, sparse = true)
+
+    symbolic_hess = Symbolics.hessian(cost(sys), x)
+    symbolic_hess_value = Symbolics.fast_substitute(symbolic_hess, Dict(x[1] => prob[x[1]], x[2] => prob[x[2]]))
+
+    oop_hess = prob.f.hess(prob.u0, prob.p)
+    @test oop_hess ≈ symbolic_hess_value
+
+    iip_hess = similar(prob.f.hess_prototype)
+    prob.f.hess(iip_hess, prob.u0, prob.p)
+    @test iip_hess ≈ symbolic_hess_value
+end