Scilab Function

ugrdh - unconstrained tool, gradient and dense Hessian

Calling Sequence

[G,H] = ugrdh(X)

Parameters

Description

ugrdh evaluates the gradient vector in G and the Hessian matrix in H of the objective function of the problem decoded into OUTSDIF.d at the point X, in the case where the only possible constraints are bound constraints. This Hessian matrix is stored as a full matrix.

See Also

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