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Hello,<br>
<br>
Sorry for the late answer.<br>
It's not yet in the ampl toolbox. But I will add this asap.<br>
Thanks for the info,<br>
<br>
Yann<br>
<br>
Le 15/06/2010 03:09, Jean-Pierre Dussault a écrit :
<blockquote cite="mid:4C16D2B3.70406@USherbrooke.ca" type="cite">
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Hi!<br>
<br>
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..."<br>
<blockquote>
<dl>
<dd>
<pre><tt>void hvcomp(real *HV, real *P, int nobj, real *OW, real *Y)
</tt></pre>
</dd>
</dl>
stores in <tt>HV</tt>
(a full vector of length <tt>n_var</tt>)
the Hessian of the Lagrangian times vector <tt>P</tt>.
In other words, <tt>hvcomp</tt>
computes <br>
<img src="cid:part1.02020504.00010903@scilab.org"><br>
where <i>W</i>
is the Lagrangian Hessian, <a moz-do-not-send="true" name="Wformula"></a><br>
<img src="cid:part2.04010700.06050407@scilab.org"><br>
<br>
</blockquote>
This is not in the toolbox. Would it be possible to add this function
to the toolbox?<br>
<br>
Thank you,<br>
<br>
JPD<br>
<br>
</blockquote>
<br>
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