For a function f(xv) of the vector variable x,v the Hessian matrix is a square matrix formed by the set of second-order partial derivatives evaluated at a specific point xv0 (if they exist) and is denoted by ∇2 f(xv). It is in an n × n matrix whose i, j elements is
If the second partial derivatives are continuous at xv0, then the Hessian is a symmetric matrix. Non-linear programming; Quadratic programming.
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© 2001 Kluwer Academic Publishers
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Gass, S.I., Harris, C.M. (2001). Hessian matrix . In: Gass, S.I., Harris, C.M. (eds) Encyclopedia of Operations Research and Management Science. Springer, New York, NY. https://doi.org/10.1007/1-4020-0611-X_414
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DOI: https://doi.org/10.1007/1-4020-0611-X_414
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