• # CMA-ES

• Referenced in 85 articles [sw05063]
• conditioned. Adaptation of the covariance matrix amounts to learning a second order model ... approximation of the inverse Hessian matrix in the Quasi-Newton method in classical optimization...

• Referenced in 26 articles [sw04864]
• computing derivative structures including gradients, Jacobians, and Hessians. Moreover, ADMAT 2.0 can directly calculate Newton ... appropriate, ADMAT 2.0 will evaluate the Jacobian matrix (for which ... gradient is a special case), the Hessian matrix, and possibly the Newton step in addition...
• # LSTRS

• Referenced in 23 articles [sw04729]
• problem at each step. LSTRS relies on matrix-vector products only ... computations. In the MATLAB implementation, the Hessian matrix of the quadratic objective function...
• # INTLAB

• Referenced in 351 articles [sw04004]
• Gradients (to solve systems of nonlinear equations) Hessians (for global optimization) Taylor series for univariate ... inner inclusions) accurate summation, dot product and matrix-vector residuals (interpreted, reference implementation, slow) multiple...
• # hess_pat

• Referenced in 8 articles [sw11167]
• computing a sparsity pattern for a Hessian is presented: nonlinearity information is propagated through ... applied to compute a seed matrix ... evaluate the product of the Hessian and the seed matrix, a vector version for evaluating...
• # BQPD

• Referenced in 1 article [sw06198]
• linear programming problems. If the Hessian matrix Q is positive definite, then a global solution ... basis matrix. Factors of the reduced Hessian matrix are stored in a dense format ... supply a subroutine to evaluate the Hessian matrix Q, so that sparsity...
• # QPSchur

• Referenced in 15 articles [sw06918]
• quadratic programming (QP) with positive definite Hessians. The formulation of the QP being solved ... abstracted away behind a fixed KKT matrix called $K_{o}$ and other problem matrices, which ... dual Schur complement method requires the projected Hessian to be positive definite for every working...
• # CHOMPACK

• Referenced in 12 articles [sw04593]
• CHOMPACK is a library of algorithms for matrix computations with chordal sparsity patterns. It includes ... chordal matrices, evaluation of the gradient, Hessian, and inverse Hessian of the logarithmic barrier function...
• # QSPLINE

• Referenced in 4 articles [sw07307]
• version of the QSPLINE method uses a matrix updating technique for computing Newton directions ... Hessian of the objective function could be an n×n positive semidefinite matrix with rank ... problems are degenerate and have highly singular Hessians. The code finds very accurate numerical solutions...