The CentralDifferenceHessianUpdater type exposes the following members.
Constructors
| Name | Description | |
|---|---|---|
| CentralDifferenceHessianUpdater | Initializes a new instance of the CentralDifferenceHessianUpdater class |
Methods
| Name | Description | |
|---|---|---|
| Equals | (Inherited from Object.) | |
| GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) | |
| GetType |
Gets the Type of the current instance.
(Inherited from Object.) | |
| Initialize |
Return to initial state.
| |
| LagrangianHessian |
Updates the value of the Lagrangian Hessian based on iterate values.
Uses a central difference algorithm to first estmate the gradient
of the Lagrangian, and another application of a centeral difference
algorithm to estimate the Hessian from the gradient.
| |
| ToString | (Inherited from Object.) |