CSH − CUTEr tool to evaluate the Hessian of the Lagrangian, in sparse format. |
CALL CSH( N, M, X, LV, V, NNZH, LH, H, IRNH, ICNH ) |
The CSH subroutine evaluates the Hessian of the Lagrangian function for the problem decoded into OUTSDIF.d at the point X. The matrix is stored in sparse format. By convention, the signs of the Lagrange multipliers V are set so the Lagrangian function can be written as L(X, V) = f(X) + < c(X), V >. |
The arguments of CSH are as follows |
N [in] - integer |
the number of variables for the problem, |
M [in] - integer |
the total number of general constraints, |
X [in] - real/double precision |
an array which gives the current estimate of the solution of the problem, |
LV [in] - integer |
the actual declared dimension of V, |
V [in] - real/double precision |
an array which gives the Lagrange multipliers, |
NNZH [out] - integer |
the number of nonzeros in H, |
LH [in] - integer |
the actual declared dimensions of H, IRNH and ICNH, |
H [out] - real/double precision |
an array which gives the values of the Hessian matrix of the Lagrangian function evaluated at X and V. The i-th entry of H gives the value of the nonzero in row IRNH(i) and column ICNH(i). Only the upper triangular part of the Hessian is stored, |
IRNH [out] - integer |
an array which gives the row indices of the nonzeros of the Hessian matrix of the objective function evaluated at X and V, and |
ICNH [out] - integer |
an array which gives the column indices of the nonzeros of the Hessian matrix of the objective function evaluated at X and V. |
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. |