Package de.labathome.trustconstr.interfaces

Interface LagrangeHessian

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 interface LagrangeHessian
Hessian of the Lagrangian L(x, v) = f(x) + Sum v_i c_i(x) with respect to x, returned as a LinearOperator so callers can apply it to vectors without materialising the full n × n matrix.

  • Method Details

    • lagrHess

      LinearOperator lagrHess(Matrix x, Matrix v)
      Parameters:
      x - current iterate (n × 1)
      v - full Lagrange-multiplier vector (equality + inequality)
      Returns:
      LinearOperator applying grad^2L(x, v) to a vector