SequentialQuadraticProgrammingSolverILagrangianHessianUpdater Interface

Interface for classes which provide a method for obtaining the updated value of the Hessian of the Lagrangian based on the current iteration data for a Sequentail Quadratic Programming algorithm.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

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public interface ILagrangianHessianUpdater

Public Interface ILagrangianHessianUpdater

public interface class ILagrangianHessianUpdater

type ILagrangianHessianUpdater = interface end

The SequentialQuadraticProgrammingSolverILagrangianHessianUpdater type exposes the following members.

Methods

	Name	Description
	Initialize	Initialize self. For example, if state from previous iterations is stored, clear it.
	LagrangianHessian	Update the value of the Lagrangian Hessian based on iterate values.

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Reference

CenterSpace.NMath.Core Namespace