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CUTEr >> CUTEr > cprod

cprod

Evaluate product of vector p with Hessian of Lagrangian

Calling Sequence

q = cprod(x,v,p,goth)

Parameters

x

real vector,see below

v

real vector,see below

p

real vector, see below.

goth

integer flag, see below.

q

matrix, the Hessian of the Lagrangian at x and v.

Description

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.

Examples

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

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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