Interior-point-optimisation  1.0-1
Interior-pointoptimisationlibrary
DerivativesEstimates.cc
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1 /*
2  * $Id: DerivativesEstimates.cc 37 2013-04-11 10:51:50Z jdl3 $
3  * Copyright (C) 2011, 2013 John D Lamb
4  *
5  * This program is free software; you can redistribute it and/or modify
6  * it under the terms of the GNU General Public License as published by
7  * the Free Software Foundation; either version 2 of the License, or (at
8  * your option) any later version.
9  *
10  * This program is distributed in the hope that it will be useful, but
11  * WITHOUT ANY WARRANTY; without even the implied warranty of
12  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13  * General Public License for more details.
14  *
15  * You should have received a copy of the GNU General Public License
16  * along with this program; if not, write to the Free Software
17  * Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
18  */
19 
20 #ifdef HAVE_CONFIG_H
21 # include<config.h>
22 #endif
23 
25 
26 using namespace ipo_function;
27 
29  : GradientEstimate( size ){}
30 
31 gsl::matrix
33  return functionHessian;
34 }
Base class for gradient estimators.
virtual gsl::matrix hessian() const
gsl::matrix functionHessian
The Hessian value.
Namespace for functions that can be used by ipo::Objective and ipo::Constraint.
DerivativesEstimates(size_t const size=0)
Constructor.