The NLP Procedure |
The rows and columns of the Hessian and crossproduct Jacobian matrix
can be scaled when using the trust region, Newton-Raphson, double dogleg,
and Levenberg-Marquardt optimization techniques.
Each element ,
is divided by the
scaling factor
, where the scaling vector
is iteratively updated in a way
specified by the HESCAL=
option, as follows:
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