Scilab Function csh - Evaluate Hessian of the Lagrangian function
Calling Sequence
- h = csh(x,v)
Parameters
- x
: x is the current estimate of the solution
- v
: the current estimate of the Lagrange multipliers
- h
: the Hessian of the Lagrangian
Description
h=csh(x,v) returns the Hessian of the Lagrangian in h.
h is a sparse matrix containing only the upper triangular entries.
Author
Bibliography
Based on CUTEr authored by
Nicholas I.M. Gould - n.gould@rl.ac.uk - RAL
Dominique Orban - orban@ece.northwestern.edu - Northwestern
Philippe L. Toint - Philippe.Toint@fundp.ac.be - FUNDP
see http://hsl.rl.ac.uk/cuter-www