Update the value of the Lagrangian Hessian based on iterate values.

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

Syntax

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

Parameters

currentIteration
Type: CenterSpace.NMath.Analysis..::.SequentialQuadraticProgrammingSolver..::.Iteration
The current iteration values.

Return Value

Hessian estimate update.

See Also