HessianFunction.FromLagrangianProduct Method

public static Func<Vector<double>, double, Vector<double>, LinearOperator<double>?, LinearOperator<double>> FromLagrangianProduct(
	Action<Vector<double>, double, Vector<double>, Vector<double>, Vector<double>> multiply
)

Public Shared Function FromLagrangianProduct ( 
	multiply As Action(Of Vector(Of Double), Double, Vector(Of Double), Vector(Of Double), Vector(Of Double))
) As Func(Of Vector(Of Double), Double, Vector(Of Double), LinearOperator(Of Double), LinearOperator(Of Double))

public:
static Func<Vector<double>^, double, Vector<double>^, LinearOperator<double>^, LinearOperator<double>^>^ FromLagrangianProduct(
	Action<Vector<double>^, double, Vector<double>^, Vector<double>^, Vector<double>^>^ multiply
)

static member FromLagrangianProduct : 
        multiply : Action<Vector<float>, float, Vector<float>, Vector<float>, Vector<float>> -> Func<Vector<float>, float, Vector<float>, LinearOperator<float>, LinearOperator<float>> 

Parameters

multiply  Action<Vector<Double>, Double, Vector<Double>, Vector<Double>, Vector<Double>>

A callback receiving the point, objective weight, constraint multipliers, direction and destination. Write every component of the Hessian of weight*f(x) - sum(lambda[i]*c[i](x)) times the direction into the destination.

Return Value

The objective weight is passed through unchanged: 1 for minimization and -1 for maximization. Multipliers follow the original constraint order and sign convention documented by Hessian. The callback applies the weight and constraint curvature; the adapter performs no additional scaling.

Each evaluation creates protected copies of the point and multipliers. The previous operator is ignored. Earlier operators remain valid after subsequent calls. The symmetry, input and destination ownership, exception, concurrency and multiplication-only contracts of FromProduct(Action<Vector<Double>, Vector<Double>, Vector<Double>>) also apply.

Reference