Computes an update to the Lagrangian Hessian from the values of the current iterate solution x, the iterate value of the Lagrangian multipliers lambda, and the Lagrangian function L.

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

Syntax

C#
public DoubleMatrix LagrangianHessian(
	DoubleVector x,
	DoubleVector lambda,
	LagrangianFunction L,
	DoubleMatrix lagrangianHessian
)
Visual Basic (Declaration)
Public Function LagrangianHessian ( _
	x As DoubleVector, _
	lambda As DoubleVector, _
	L As LagrangianFunction, _
	lagrangianHessian As DoubleMatrix _
) As DoubleMatrix
Visual C++
public:
DoubleMatrix^ LagrangianHessian(
	DoubleVector^ x, 
	DoubleVector^ lambda, 
	LagrangianFunction^ L, 
	DoubleMatrix^ lagrangianHessian
)

Parameters

x
Type: CenterSpace.NMath.Core..::.DoubleVector
Current iterate value for the optimal point.
lambda
Type: CenterSpace.NMath.Core..::.DoubleVector
Current iterate value of the Lagrange mulitpliers.
L
Type: CenterSpace.NMath.Analysis..::.LagrangianFunction
The Lagrangian function for the nonlinear programming problem.
lagrangianHessian
Type: CenterSpace.NMath.Core..::.DoubleMatrix
Current iterate value for the Lagrangian Hessian.

Return Value

Updated Lagrangian Hessian.

See Also