 | Central |
The CentralDifferenceHessianUpdater type exposes the following members.
Methods| Name | Description | |
|---|---|---|
 | Initialize | Return to initial state. |
| LagrangianHessian | Updates the value of the Lagrangian Hessian based on iterate values. Uses a central difference algorithm to first estmate the gradient of the Lagrangian, and another application of a centeral difference algorithm to estimate the Hessian from the gradient. |
See Also