Computes an update to the Lagrangian Hessian from the values of the current iterate.

Namespace:  CenterSpace.NMath.Analysis
Assembly:  NMath (in NMath.dll) Version: 5.1.0.0

Syntax

C#
public DoubleMatrix LagrangianHessian(
	SequentialQuadraticProgrammingSolver..::.Iteration currentIteration
)
Visual Basic (Declaration)
Public Function LagrangianHessian ( _
	currentIteration As SequentialQuadraticProgrammingSolver..::.Iteration _
) As DoubleMatrix
Visual C++
public:
virtual DoubleMatrix^ LagrangianHessian(
	SequentialQuadraticProgrammingSolver..::.Iteration^ currentIteration
) sealed

Parameters

currentIteration
Type: CenterSpace.NMath.Analysis..::.SequentialQuadraticProgrammingSolver..::.Iteration
Current iteration data structure.

Return Value

Updated Lagarangian Hessian.

Implements

SequentialQuadraticProgrammingSolver..::.ILagrangianHessianUpdater..::.LagrangianHessian(SequentialQuadraticProgrammingSolver..::.Iteration)

See Also