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)
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
11 % - data: model_data or reduced_data, according to model.optimization.opt_mode
12 % - l_eq: vector of the lagrange-multipliers.
14 % Oliver Zeeb, 31.05.11
17 disp(
'entered porsche_get_Hes_Lag')
21 %disp('in porsche_circle_get_Hes_Lag: Fehlerschätzer Delta_Hes_Lag noch nicht implementiert')
24 hessian_J = model.optimization.get_Hessian(model, data);
27 hessian_H_j = model.optimization.get_Hessian_eq_constr(model, data);
28 hessian_H_sum = lincomb_sequence(hessian_H_j, l_eq);
30 hes_Lag = hessian_J + hessian_H_sum;