Package de.labathome.trustconstr

Interface LagrangianHessian.ConstraintHessian

Enclosing class:

LagrangianHessian

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 LagrangianHessian.ConstraintHessian

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 (may be null or empty)

vIneq - inequality multipliers (may be null or empty)

Returns:

summed constraint Hessian n x n, or null when no constraint contributes (e.g. all-linear constraint set)