Encyclopedia of Operations Research and Management Science

2001 Edition
| Editors: Saul I. Gass, Carl M. Harris

Hessian matrix

  • Saul I. Gass
  • Carl M. Harris
Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_414
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 xv 0 (if they exist) and is denoted by ∇ 2 f( xv). It is in an n × n matrix whose i, j elements is
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Copyright information

© Kluwer Academic Publishers 2001

Authors and Affiliations

  • Saul I. Gass
    • 1
  • Carl M. Harris
    • 2
  1. 1.Robert H. Smith School of BusinessUniversity of MarylandCollege PartUSA
  2. 2.School of Information Technology & EngineeringGeorge Mason UniversityFairfaxUSA