NonlinearProgram.ObjectiveHessianVectorProduct Property

Gets or sets a callback that multiplies the objective Hessian by a vector.

Definition

Namespace: Numerics.NET.Optimization
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
public Action<Vector<double>, Vector<double>, Vector<double>>? ObjectiveHessianVectorProduct { get; set; }

Property Value

Action<Vector<Double>, Vector<Double>, Vector<Double>>
A callback receiving the point, input direction and destination, or null to approximate curvature.

Remarks

Used by NewtonConjugateGradient. Write every destination component in the original objective convention, for both minimization and maximization. No full Hessian is required. An explicitly supplied Gauss-Newton curvature approximation is also supported; keep the objective and gradient callbacks faithful to the original function. Do not modify or retain the point or input direction. Buffers are distinct and reused by the solver.

Exceptions

InvalidOperationExceptionA calculation is in progress.

See Also