[Scilab-Dev] AMPL toolbox
Collette yann
yann.collette at scilab.org
Tue Jun 15 16:34:17 CEST 2010
Hello,
Sorry for the late answer.
It's not yet in the ampl toolbox. But I will add this asap.
Thanks for the info,
Yann
Le 15/06/2010 03:09, Jean-Pierre Dussault a écrit :
> Hi!
>
> I am very interested by the ampl toolbox. However, there is a missing
> feature I need for my work with truncated Newton algorithms: computing
> the product of the hessian with a vector without evaluating the whole
> hessian. This is available according to "hooking your solver..."
>
> void hvcomp(real *HV, real *P, int nobj, real *OW, real *Y)
>
> stores in HV (a full vector of length n_var) the Hessian of the
> Lagrangian times vector P. In other words, hvcomp computes
>
> where /W/ is the Lagrangian Hessian,
>
>
> This is not in the toolbox. Would it be possible to add this function
> to the toolbox?
>
> Thank you,
>
> JPD
>
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