ROL
|
Provides the interface to evaluate conic approximation function. More...
#include <ROL_ConicApproximationModel.hpp>
Provides the interface to evaluate conic approximation function.
\[ \psi_k(s) = f(x_k) + \frac{s^\top\nabla f(x_k)}{1-a^\top s} +\frac{1}{2}\frac{s^\top \nabla^2 f(x_k) s}{(1-a^\top s)^2} \]