EstBestHessian: Difference between revisions

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==Calling  Syntax==
==Calling  Syntax==


<syntaxhighlight lang="matlab">
<source lang="matlab">
[g k, H k] = estBestHessian(Result);
[g k, H k] = estBestHessian(Result);
</syntaxhighlight>
</source>


==Inputs==
==Inputs==

Latest revision as of 08:16, 10 January 2012

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).