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csh

Evaluate Hessian of the Lagrangian function

Calling Sequence

h = csh(x,v)

Parameters

x

x is the current estimate of the solution

v

the current estimate of the Lagrange multipliers

h

the Hessian of the Lagrangian

Description

h=csh(x,v) returns the Hessian of the Lagrangian in h. h is a sparse matrix containing only the upper triangular entries.

Authors

Bruno Durand,INRIA

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


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