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DampedBFGSHessianUpdaterLagrangianHessian Method (SequentialQuadraticProgrammingSolverIteration)

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

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.4
Syntax
public DoubleMatrix LagrangianHessian(
	SequentialQuadraticProgrammingSolverIteration currentIteration
)

Parameters

currentIteration
Type: CenterSpace.NMath.CoreSequentialQuadraticProgrammingSolverIteration
Current iteration data structure.

Return Value

Type: DoubleMatrix
Updated Lagarangian Hessian.

Implements

SequentialQuadraticProgrammingSolverILagrangianHessianUpdaterLagrangianHessian(SequentialQuadraticProgrammingSolverIteration)
See Also