Hessian Struct Reference

A type to describe the Hessian of an objective function. More...

#include <Hessian.hpp>

Public Types
enum	Mode { Dense, Diagonal, Inverse }
	An enumeration of possible modes for an Hessian representation.

Public Attributes
Mode	mode = Dense
	The mode of the Hessian. More...
Matrix	inverse
	The Hessian matrix represented through its inverse.
Matrix	dense
	The Hessian matrix represented as a dense matrix.
Vector	diagonal
	The Hessian matrix represented as a diagonal matrix.

Detailed Description

A type to describe the Hessian of an objective function.

Member Data Documentation

mode

Mode mode = Dense

The mode of the Hessian.

It is the responsibility of the user to set the appropriate mode of the Hessian matrix for its subsequent proper usage.

Hessian hessian;
hessian.mode = Hessian::Diagonal;
hessian.diagonal = diag(1/x);

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The documentation for this struct was generated from the following file:

• Reaktoro/Optimization/Hessian.hpp