cobyqa.framework.TrustRegion.lag_model_hess_prod#

TrustRegion.lag_model_hess_prod(v)[source]#

Evaluate the right product of the Hessian matrix of the Lagrangian model with a given vector.

Parameters:
vnumpy.ndarray, shape (n,)

Vector with which the Hessian matrix of the Lagrangian model is multiplied from the right.

Returns:
numpy.ndarray, shape (n,)

Right product of the Hessian matrix of the Lagrangian model with v.