Newton Conjugate Gradient Optimizer.Hessian Property
Gets or sets the function that evaluates the objective Hessian as a linear operator.
Definition
Namespace: Numerics.NET.Optimization
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
A function receiving the current point and reusable operator, or null.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
public Func<Vector<double>, LinearOperator<double>?, LinearOperator<double>>? Hessian { get; set; }Property Value
Func<Vector<Double>, LinearOperator<Double>, LinearOperator<Double>>A function receiving the current point and reusable operator, or null.
Remarks
The first call of each solve receives null. Return a square symmetric operator with the original objective
sign, including for maximization. Matrices provide both multiplication and explicit entries. A
multiplication-only operator supports Newton-CG without storing the Hessian. Keep the operator valid
until the next callback; copy input data retained by an operator. When reusing a matrix, overwrite
entries that change, including entries becoming zero. IC/MIC require a sparse matrix.
Stored sparse positions, including zeros, define a fixed pattern for the solve. New positions are rejected.
Exceptions
| Invalid | A calculation is underway. |