NonlinearProgram.CurvatureDampingFactor Property

public double? CurvatureDampingFactor { get; set; }

Public Property CurvatureDampingFactor As Double?
	Get
	Set

public:
property Nullable<double> CurvatureDampingFactor {
	Nullable<double> get ();
	void set (Nullable<double> value);
}

member CurvatureDampingFactor : Nullable<float> with get, set

Property Value

Applies to dense SQP and sparse compact BFGS when a Hessian is approximated. null uses 0.1 for dense SQP and 0.2 for compact BFGS. Larger values cause more damping when gradient changes indicate weak or negative curvature.

The update blends the gradient change with the current Hessian times the step to retain positive curvature. Supplied Hessians and inverse-history preconditioning use their own policies. This setting blends the gradient change using Powell damping; it does not add a diagonal shift to the Hessian. Set this property before solving.

Reference