Nonlinear Program.Objective Hessian Vector Product 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#
A callback receiving the point, input direction and destination, or null to approximate curvature.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
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
| Invalid | A calculation is in progress. |