udh evaluates the Hessian matrix of the objective function
H = udh(X)
real vector, variables of the problem
real matrix, hessian
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.
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