DampedBFGSHessianUpdaterLagrangianHessian(SequentialQuadraticProgrammingSolverIteration) Method

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
)

Public Function LagrangianHessian ( 
	currentIteration As SequentialQuadraticProgrammingSolverIteration
) As DoubleMatrix

public:
virtual DoubleMatrix^ LagrangianHessian(
	SequentialQuadraticProgrammingSolverIteration^ currentIteration
) sealed

abstract LagrangianHessian : 
        currentIteration : SequentialQuadraticProgrammingSolverIteration -> DoubleMatrix 
override LagrangianHessian : 
        currentIteration : SequentialQuadraticProgrammingSolverIteration -> DoubleMatrix

Parameters

currentIteration SequentialQuadraticProgrammingSolverIteration: Current iteration data structure.

Return Value

DoubleMatrix
Updated Lagarangian Hessian.

Implements

SequentialQuadraticProgrammingSolverILagrangianHessianUpdaterLagrangianHessian(SequentialQuadraticProgrammingSolverIteration)

Reference

DampedBFGSHessianUpdater Class

LagrangianHessian Overload

CenterSpace.NMath.Core Namespace