The Hessian initialization parameter.

Property Value

An int scalar value specifying the Hessian initialization parameter.

Remarks

By default, Ihess is set to 0.0 and the Hessian is initialized to the identity matrix. If this member function is called and Ihess is set to anything other than 0.0, the Hessian is initialized to the diagonal matrix containing

max(abs(f(xguess)),fscale)*xscale*xscale

where xguess is the initial guess of the computed solution and xscale is the scaling vector for the variables.

See Also

MinUnconMultiVar Class | Imsl.Math Namespace

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