cobyqa.models.Models.cub_hess_prod

Models.cub_hess_prod(v, mask=None)

Evaluate the right product of the Hessian matrices of the quadratic models of the nonlinear inequality functions with a given vector.

Parameters:

vnumpy.ndarray, shape (n,)

Vector with which the Hessian matrices of the quadratic models of the nonlinear inequality functions are multiplied from the right.

masknumpy.ndarray, shape (m_nonlinear_ub,), optional

Mask of the quadratic models to consider.

Returns:

numpy.ndarray

Right products of the Hessian matrices of the quadratic models of the nonlinear inequality functions with v.