EstBestHessian: Difference between revisions

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[[Category:Utility Functions]]
==Purpose==
==Purpose==



Revision as of 10:54, 22 July 2011

Purpose

estBestHessian estimates the best Hessian. Result.x k(:,1) will be used for the estimation. The best step-size is estimated by TOMLAB. If the gradient is given it will be used. The analytical hessian is returned if given.

Calling Syntax

[g k, H k] = estBestHessian(Result);

Inputs

Input Description
Result Problem structure to be converted.

Outputs

Output Description
g_k The gradient at Result. x_k(:,1).
H_k Hessian of the objective at Result. x_k(:,1).