cidh

CIDH − CUTEr tool to evaluate the Hessian of a problem function.

CALL CIDH( N, X, IPROB, LH1, H )

The CIDH subroutine evaluates the Hessian matrix of either the objective function or a constraint function for the problem decoded into OUTSDIF.d at the point X, and possibly its gradient in the constrained minimization case. The matrix is stored as a dense matrix.

The arguments of CIDH are as follows

N [in] - integer

the number of variables for the problem,

X [in] - real/double precision

an array which gives the current estimate of the solution of the problem,

IRPOB [in] - integer

the number of the problem function to be considered. If IPROB = 0, the Hessian of the objective function will be evaluated, while if IPROB = i > 0, that of the i-th constraint will be evaluated,

LH1 [in] - integer

the actual declared size of the leading dimension of H (with LH1 no smaller than N),

H [out] - real/double precision

a two-dimensional array which gives the value of the required Hessian matrix.

I. Bongartz, A.R. Conn, N.I.M. Gould, D. Orban and Ph.L. Toint

CUTEr (and SifDec): A Constrained and Unconstrained Testing Environment, revisited, N.I.M. Gould, D. Orban and Ph.L. Toint, ACM TOMS, 29:4, pp.373-394, 2003.

CUTE: Constrained and Unconstrained Testing Environment, I. Bongartz, A.R. Conn, N.I.M. Gould and Ph.L. Toint, TOMS, 21:1, pp.123-160, 1995.