ConicApproximationModel Class Reference

Provides the interface to evaluate conic approximation function. More...

#include <ROL_ConicApproximationModel.hpp>

Detailed Description

Provides the interface to evaluate conic approximation function.

\[ \psi_k(s) = f(x_k) + \frac{s^\top\nabla f(x_k)}{1-a^\top s} +\frac{1}{2}\frac{s^\top \nabla^2 f(x_k) s}{(1-a^\top s)^2} \]

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The documentation for this class was generated from the following file:

• ROL_ConicApproximationModel.hpp