Nonlinear
Gets or sets an optional objective Hessian diagonal callback for Newton preconditioning.
Definition
Namespace: Numerics.NET.Optimization
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
A callback receiving the point and destination, or null to use an explicit matrix diagonal when available.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
public Action<Vector<double>, Vector<double>>? HessianDiagonal { get; set; }Property Value
Action<Vector<Double>, Vector<Double>>A callback receiving the point and destination, or null to use an explicit matrix diagonal when available.
Remarks
Used by bounds-only Newton conjugate-gradient optimization. Write every component
using the original objective sign, including when maximizing. This callback does not include
constraint curvature or the objective weight passed to Hessian. The solver uses diagonal
magnitudes with a positive floor.
Exceptions
| Invalid | A calculation is in progress. |