Optimization.TGradHess Type

Defines the procedure for calculating the gradient and Hessian matrix of a real function.

Pascal

TGradHess = procedure (Fun: TRealFunction; const Pars: TVec; Const Consts: TVec; Const ObjConst: Array of TObject; const Grad: TVec; const Hess: TMtx);

File

Optimization

Parameters

Parameters	Description
Fun	Real function of several variables.
Pars	variables.
Consts	Array of additional constants which can be used in math formula.
ObjConst	Array of additional constants (objects) which can be used in math formula.
Grad	Returns calculated gradient.
Hess	Returns calculated Hessian matrix.

Description

Defines the procedure for calculating the gradient and Hessian matrix of a real function.

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