Package de.labathome.trustconstr

Interface CanonicalConstraint.HessianFn

Enclosing class:

CanonicalConstraint

Functional Interface:

This is a functional interface and can therefore be used as the assignment target for a lambda expression or method reference.

@FunctionalInterface
public static interface CanonicalConstraint.HessianFn

Functional interface for the constraint Hessian-of-Lagrangian: Sum_i v_eq[i] * H_{eq,i}(x) + Sum_j v_ineq[j] * H_{ineq,j}(x).

Method Summary

Modifier and Type	Method	Description
Matrix	apply(Matrix x, double[] vEq, double[] vIneq)

Method Details

apply

Matrix apply(Matrix x,
 double[] vEq,
 double[] vIneq)

Parameters:

x - current iterate (n x 1)

vEq - equality multipliers, length nEq; may be null when nEq == 0

vIneq - inequality multipliers, length nIneq; may be null when nIneq == 0

Returns:

summed canonical-constraint Hessian (n x n)