ush

USH − CUTEr tool to evaluate the sparse Hessian matrix.

CALL USH( N, X, NNZH, LH, H, IRNH, ICNH )

The USH subroutine evaluates the Hessian matrix of the objective function of the problem decoded into OUTSDIF.d at the point X in the case where the only possible constraints are bound constraints. This Hessian matrix is stored as a sparse matrix in coordinate format.

The arguments of USH 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,

NNZH [out] - integer

the number of nonzero elements in the Hessian matrix

LH [in] - integer

the actual declared dimensions of H, IRNH and ICNH,

H [out] - real/double precision

an array which gives the value of the Hessian matrix of the objective function evaluated at X. 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,

ICNH [out] - integer

an array which gives the column indices of the nonzeros of the Hessian matrix of the objective function evaluated at X.

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.

csh(3M).