Open jfowkes opened 8 months ago
Resolves #68
Add interfaces for some new CUTEst routines for the (Fritz) John function, defined as
$$ \mathcal{J}(x,\lambda_0,\lambda) = \lambda_0 f(x) + \langle \lambda, c(x) \rangle $$
For more details please see https://en.wikipedia.org/wiki/Fritz_John_conditions
cdhj
cshj
chjprod
cohprods
For the full list of newly added CUTEst functions please see #68
@jess-farmer this is now ready for you, please test and let us know if it all works:
pip install -e .
For full details of PyCUTEst usage please see our extensive documentation.
Resolves #68
Add interfaces for some new CUTEst routines for the (Fritz) John function, defined as
$$ \mathcal{J}(x,\lambda_0,\lambda) = \lambda_0 f(x) + \langle \lambda, c(x) \rangle $$
For more details please see https://en.wikipedia.org/wiki/Fritz_John_conditions
cdhj
: evaluate the dense Hessian of the (Fritz) John functioncshj
: evaluate the sparse Hessian of the (Fritz) John functionchjprod
: product of Hessian of the (Fritz) John function with a vectorcohprods
: sparse product of (objective) Hessian with a vectorFor the full list of newly added CUTEst functions please see #68