![]() | Central |
The CentralDifferenceHessianUpdater type exposes the following members.
Name | Description | |
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![]() | CentralDifferenceHessianUpdater | Initializes a new instance of the CentralDifferenceHessianUpdater class |
Name | Description | |
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![]() | 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. |