Damped |
The DampedBFGSHessianUpdater type exposes the following members.
Name | Description | |
---|---|---|
Initialize | Return to initial state. | |
LagrangianHessian(SequentialQuadraticProgrammingSolverIteration) | Computes an update to the Lagrangian Hessian from the values of the current iterate. | |
LagrangianHessian(DoubleVector, DoubleVector, LagrangianFunction, DoubleMatrix) | Computes an update to the Lagrangian Hessian from the values of the current iterate solution x, the iterate value of the Lagrangian multipliers lambda, and the Lagrangian function L. |