Class CentralDifferenceHessianUpdater updates the Hessian of the Lagrangian while solving a nonlinear programming problem using a Sequential Quadratic Programming algorithm.

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

Syntax

C#
public class CentralDifferenceHessianUpdater : SequentialQuadraticProgrammingSolver..::.ILagrangianHessianUpdater
Visual Basic (Declaration)
Public Class CentralDifferenceHessianUpdater _
	Implements SequentialQuadraticProgrammingSolver..::.ILagrangianHessianUpdater
Visual C++
public ref class CentralDifferenceHessianUpdater : SequentialQuadraticProgrammingSolver..::.ILagrangianHessianUpdater

Remarks

Uses a centeral difference method to approximate first the gradient of the Lagrangian function and then applies a centeral difference method to the gradient to estimate the Hessian.

Inheritance Hierarchy

System..::.Object
  CenterSpace.NMath.Analysis..::.CentralDifferenceHessianUpdater

See Also