Optimo  0.1.0
A C++ header library for optimization
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optimo::HessianFunctor< Scalar, n > Struct Template Referenceabstract

Dense Hessian functor. More...

#include <objects.h>

Inheritance diagram for optimo::HessianFunctor< Scalar, n >:
optimo::NumericalHessian< Scalar, n >

Public Member Functions

virtual void operator() (const Eigen::Matrix< Scalar, n, 1 > &x, Eigen::Matrix< Scalar, n, n > *h) const =0
 Computes the Hessian.

Detailed Description

template<typename Scalar, uint n>
struct optimo::HessianFunctor< Scalar, n >

Dense Hessian functor.

This functor evaluates the Hessian of the objective function \( \nabla^2 f_0(\mathbf{x})\) Assumes the form:

\[ \nabla^2 f_0(\mathbf{x}): \mathbb{R}^n \rightarrow \mathbb{R}^{n \times n} \]

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