[Coin-ipopt] Hessian of the constraints
Dime Vitanovski
vitanovski at hotmail.com
Tue Nov 6 04:42:56 EST 2007
Hi again,
one more question,
my constraints looks like this: x0*x0 + x1*x1 + x2*x2 + x3*x3 = 1 and x0*x4 + x1*x5 + x2*x6 + x3*x7 = 0
So my Jacobian looks like : 2*x0, 2*x1, 2*x2,2*x3, 0, 0, 0 , 0; 1.constraint
x4, x5, x6, x7, x0, x1, x2, x3; 2.constraint
and thé Hessian: 2, 2, 2, 2; for the 1.constraint
1, 1, 1, 1, 1, 1, 1, 1; for the second constraint
My question is, should I add the hessian for the second constraint to the hessian matrix, because the values for the second constraint are 1?
so the only thing that left is the lambda[1]
Thanks,
dimevit
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