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SequentialQuadraticProgrammingSolverILagrangianHessianUpdater Interface

Interface for classes which provide a method for obtaining the updated value of the Hessian of the Lagrangian based on the current iteration data for a Sequentail Quadratic Programming algorithm.

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
public interface ILagrangianHessianUpdater

The SequentialQuadraticProgrammingSolverILagrangianHessianUpdater type exposes the following members.

Methods
  NameDescription
Public methodInitialize
Initialize self. For example, if state from previous iterations is stored, clear it.
Public methodLagrangianHessian
Update the value of the Lagrangian Hessian based on iterate values.
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See Also