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udh

udh evaluates the Hessian matrix of the objective function

Calling Sequence

H = udh(X)

Parameters

X

real vector, variables of the problem

H

real matrix, hessian

Description

udh evaluates the Hessian matrix of the objective function of the current SIF problem (see usetup) at the point X in the case where the only possible constraints are bound constraints. This Hessian matrix is stored as a dense matrix.

See Also

Examples

sifdecode(get_sif_path()+'sif/AKIVA.SIF',TMPDIR+'/AKIVA')
buildprob(TMPDIR+'/AKIVA')
[X,BL,BU]=usetup(TMPDIR+'/AKIVA/OUTSDIF.d');

h=udh(X)
X=[-0.053109827466;-0.237575444849];
h=udh(X)

Authors

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


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