cprod - Evaluate product of vector p with Hessian of Lagrangian
cprod(x,v,p) evaluates the Hessian of the Lagrangian at x and v, and returns the product of the Hessian with the vector p.
cprod(x,v,p,goth), with goth=%t, skips the evaluation of the Hessian. If goth is not given, it is assumed to be %f.
Set goth to %t if the Hessian has already been evaluated by a call to cdh, csh, cgrdh or csgrsh at the current point, or if a previous call, with goth set to %f, has been made to cprod at the current point.
sifdecode(get_sif_path()+'sif/BT1.SIF',TMPDIR+'/BT1') buildprob(TMPDIR+'/BT1') [x,bl,bu,v,cl,cu,equatn,linear] = csetup(TMPDIR+'/BT1/OUTSDIF.d'); cprod(x,v,[1;0]) cprod(x,v,[1;1],%t) //hessian already computed by previous call
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