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porsche_circle_x3opt_y3opt_r10_get_Hes_Lag.m
1 function [hes_Lag, Delta_Hes_Lag]=porsche_circle_x3opt_y3opt_r10_get_Hes_Lag(model, data, l_eq)
2 %function [hes_Lag, Delta_Hes_Lag]=porsche_box_constr_get_Hes_Lag(model, data, l_eq)
3 %
4 % This function calculates the Hessian of the Lagrange-function either with
5 % detailed or reduced data according to model.optimimzation.opt_mode.
6 % The corresponding data (model_data or reduced_data) must be passed to
7 % this function.
8 %
9 % input:
10 % - model
11 % - data: model_data or reduced_data, according to model.optimization.opt_mode
12 % - l_eq: vector of the lagrange-multipliers.
13 %
14 % Oliver Zeeb, 31.05.11
15 
16 if(model.verbose>=8)
17  disp('entered porsche_get_Hes_Lag')
18 end
19 
20 Delta_Hes_Lag = 0;
21 %disp('in porsche_circle_get_Hes_Lag: Fehlerschätzer Delta_Hes_Lag noch nicht implementiert')
22 
23 
24 hessian_J = model.optimization.get_Hessian(model, data);
25 
26 
27 hessian_H_j = model.optimization.get_Hessian_eq_constr(model, data);
28 hessian_H_sum = lincomb_sequence(hessian_H_j, l_eq);
29 
30 hes_Lag = hessian_J + hessian_H_sum;
31 
32