 | CentralDifferenceHessianUpdater Class |
Class CentralDifferenceHessianUpdater updates the Hessian of the Lagrangian while solving a nonlinear
programming problem using a Sequential Quadratic Programming algorithm.
Inheritance HierarchySystemObject CenterSpace.NMath.CoreCentralDifferenceHessianUpdater
Namespace:
CenterSpace.NMath.Core
Assembly:
NMath (in NMath.dll) Version: 7.4
Syntaxpublic class CentralDifferenceHessianUpdater : SequentialQuadraticProgrammingSolverILagrangianHessianUpdater
Public Class CentralDifferenceHessianUpdater
Implements SequentialQuadraticProgrammingSolverILagrangianHessianUpdater
public ref class CentralDifferenceHessianUpdater : SequentialQuadraticProgrammingSolverILagrangianHessianUpdater
type CentralDifferenceHessianUpdater =
class
interface SequentialQuadraticProgrammingSolverILagrangianHessianUpdater
end
The CentralDifferenceHessianUpdater type exposes the following members.
Constructors
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.
|
Top
Remarks
Uses a centeral difference method to approximate first the gradient of
the Lagrangian function and then applies a centeral difference method to
the gradient to estimate the Hessian.
See Also