<< csgr CUTEr csh >>

CUTEr >> CUTEr > csgrsh

csgrsh

Evaluate gradient of objective or Lagrangian function, gradient of general constraint functions, and Hessian of Lagrangian

Calling Sequence

[cjac,indvar,indfun,H,ICNH,IRNH]=csgrsh(x,v,grlagf)

Parameters

x

x is the current estimate of the solution

v

the current estimate of the Lagrange multipliers

grlagf

a scalar with possible values 0 and 1, set to 1 if the gradient of the Lagrangian is required and set to 0 if the gradient of the objective function is sought. If grlagf is not given, grlagf defaults to 0.

cjac

non zero elements of the sparse constraint Jacobian matrix

indvar

variable indices of non zero elements of the sparse constraint Jacobian matrix

indfun

general constraint function indices of non zero elements of the sparse constraint Jacobian matrix

H

real vector, value of the Hessian matrix of the objective function evaluated at X. H(i) gives the value of the nonzero in row IRNH(i) and column ICNH(i). Only the upper triangular part of the Hessian is stored.

ICNH

an array which gives the column indices of the nonzeros of the Hessian matrix of the objective function evaluated at X.

IRNH

an array which gives the row indices of the nonzeros of the Hessian matrix of the objective function evaluated at X.

Description

Compute the Hessian matrix of the Lagrangian function of a problem initially written in Standard Input Format (SIF). Also compute the Hessian matrix of the Lagrangian function of the problem.

cjac is an array which gives the values of the nonzeros of the gradients of the objective, or Lagrangian, and general constraint functions evaluated at X and V. The i-th entry of cjac gives the value of the derivative with respect to variable indvar(i) of function indfun(i). indfun(i) = 0 indicates the objective function whenever grlagf is 0 or the lagrangian function when grlagf is 1, while indfun(i) = j > 0 indicates the j-th general constraint function.

H is an array which gives the values of entries of the upper triangular part of the Hessian matrix of the Lagrangian function, stored in coordinate form, i.e., the entry H(i) is the derivative with respect to variables with indices X(IRNH(i)) and X(ICNH(i)).

Authors

Serge Steer, INRIA

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


Report an issue
<< csgr CUTEr csh >>