Search results
From DDL Wiki
You searched for Hessian (all pages starting with "Hessian" | all pages that link to "Hessian")
No page title matches
There is no page titled "Hessian".
For more information about searching DDL Wiki, see Help.
Showing below 8 results starting with #1.
View (previous 20) (next 20) (20 | 50 | 100 | 250 | 500)
Page text matches
- Sequential quadratic programming ==Hessian matrix update== ... programming. The most popular and useful method to generate an approximate Hessian matrix is [[BFGS method]].6 KB (930 words) - 00:10, 26 October 2007
- Optimality conditions (NLP) ... </math>, which can be tested by checking that all [[eigenvalues]] of the [[Hessian]] matrix at the candidate point are positive. ... efinite]] on the subspace tangent to the [[active constraints]]. Because a Hessian matrix is symmetric, it is positive definite when all eigenvalues are posi ...6 KB (904 words) - 20:16, 22 September 2008
- Nash equilibrium ... {s_0} </math> is a minimum (and thus not a Nash Equilibrium point). If the Hessian is equal to 0 at <math> \mathbf{s_0} </math>, we cannot draw any informati ...6 KB (841 words) - 14:56, 9 May 2008
- Lagrange multipliers ... ction of n+k variables. If the gradient of the Langrangian is zero and the Hessian of the Lagrangian is positive definite, then we have found a locally const ...2 KB (314 words) - 18:08, 11 January 2007
- SNOPT ... ctive function and constraints. It uses quasi-Newton approximations to the Hessian of the augmented Lagrangian function to finding search direction toward op ...1 KB (154 words) - 19:03, 18 March 2007
- BFGS method ... to generate approximate Hessian matrix. Avoiding the calculation of exact Hessian (2nd-order gradient) can save significant computational cost during iterat ... where '''B''' is the approximate Hessian matrix used in iteration2 KB (227 words) - 17:47, 23 September 2007
- Introduction to random utility discrete choice models ... it equal to zero, solve the resulting system of equations, and check the [[Hessian]] for sufficiency. Alternatively, we can use a numerical [[optimization]] ...34 KB (5423 words) - 01:24, 15 March 2010
- Taylor series ... = \mathbf{x}_0</math> and <math>\nabla^2 f(\mathbf{x}_0)\!</math> is the [[Hessian]] of <math>\,f</math> evaluated at <math>\mathbf{x} = \mathbf{x}_0</math>.1 KB (232 words) - 20:44, 20 January 2010