Package wsh.opt

Interface Quadratic

  • All Known Implementing Classes:
    TransformQuadratic

    public interface Quadratic
    Define a second-order quadratic operation on a Vector 0.5 x'Hx + b'x where H is a positive semidefinite quadratic and b is a linear gradient.
    • Method Detail

      • multiplyHessian

        void multiplyHessian​(Vect x)
        Multiply vector by the quadratic Hessian H. Perform the operation in-place.
        Parameters:
        x - Vector to be multiplied and modified.
      • inverseHessian

        void inverseHessian​(Vect x)
        Multiply vector by an approximate inverse of the Hessian. Perform the operation in-place. This method is useful to speed convergence. An empty implementation is equivalent to an identity.
        Parameters:
        x - Vector to be multiplied and modified.
      • getB

        Vect getB()
        Get the linear gradient term b of the quadratic expression. The recipient receives a unique copy that must be disposed.
        Returns:
        The vector b where the quadratic is x'Hx + b'x