diff options
Diffstat (limited to 'macros/fmincon.sci')
| -rw-r--r-- | macros/fmincon.sci | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/macros/fmincon.sci b/macros/fmincon.sci index a92faf1..3f65464 100644 --- a/macros/fmincon.sci +++ b/macros/fmincon.sci @@ -250,7 +250,9 @@ function [xopt,fopt,exitflag,output,lambda,gradient,hessian] = fmincon (varargin // endfunction // //Hessian of the Lagrange Function // function y= lHess(x,obj,lambda) - // y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,0,0;0,0,0] + lambda(2)*[2,0,0;0,2,0;0,0,0] +lambda(3)*[0,0,0;0,0,0;0,0,2] + lambda(4)*[6*x(1 ),0,0;0,0,0;0,0,0] + lambda(5)*[0,0,0;0,2,0;0,0,2]; + // y= obj*[0,1,0;1,0,1;0,1,0] + lambda(1)*[2,0,0;0,0,0;0,0,0] + .. + // lambda(2)*[2,0,0;0,2,0;0,0,0] +lambda(3)*[0,0,0;0,0,0;0,0,2] + .. + // lambda(4)*[6*x(1),0,0;0,0,0;0,0,0] + lambda(5)*[0,0,0;0,2,0;0,0,2]; // endfunction // //Gradient of Non-Linear Constraints // function [cg,ceqg] = cGrad(x) |