qcqp_nlp_hessfcn

qcqp_nlp_hessfcn(x, lambda, H, QQi, QQe, cost_mult)

qcqp_nlp_hessfcn() - Evaluates QCQP Hessian of Lagrangian for NLP solver.

LXX = QCQP_NLP_HESSFCN(X, LAMBDA, H, QQI, QQE)
LXX = QCQP_NLP_HESSFCN(X, LAMBDA, H, QQI, QQE, COST_MULT)

Hessian evaluation function, suitable for use with MIPS, FMINCON, etc.

Inputs:
  X : optimization vector
  LAMBDA (struct)
    .eqnonlin : Lagrange multipliers on equality constraints
    .ineqnonlin : Kuhn-Tucker multipliers on inequality constraints
  H   : matrix (possibly sparse) of quadratic cost coefficients
  QQi : sparse matrix formed by stacking vertically all the quadratic
        matrices for inequality constraints.
  QQe : sparse matrix formed by stacking vertically all the quadratic
        matrices for equality constraints.
  COST_MULT : (optional) Scale factor to be applied to the cost
       (default = 1).

Outputs:
  LXX : Hessian of the Lagrangian.

Examples:
    Lxx = qcqp_nlp_hessfcn(x, lambda, H, QQi, QQe);
    Lxx = qcqp_nlp_hessfcn(x, lambda, H, QQi, QQe, cost_mult);