LagrangianHessian¶
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class
kona.linalg.matrices.hessian.
LagrangianHessian
(vector_factories, optns=None)[source]¶ Bases:
kona.linalg.matrices.hessian.basic.BaseHessian
Matrix object for the Hessian block of the reduced KKT matrix.
Uses the same 2nd order adjoint formulation as ReducedKKTMatrix, but only for the diagonal Hessian block, \(\mathsf{W} = \nabla^2_x \mathcal{L}\).
If slack terms are present, it will also perform a product with the slack derivative of the Lagrangian.
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approx
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