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DampedBFGSHessianUpdater Methods

The DampedBFGSHessianUpdater type exposes the following members.

Methods
 NameDescription
Public methodInitialize Return to initial state.
Public methodLagrangianHessian(SequentialQuadraticProgrammingSolverIteration) Computes an update to the Lagrangian Hessian from the values of the current iterate.
Public methodLagrangianHessian(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.
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