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bundles / scipy 1.17.1 / scipy / optimize / _hessian_update_strategy / BFGS / _update_hessian

function

scipy.optimize._hessian_update_strategy:BFGS._update_hessian

source: /scipy/optimize/_hessian_update_strategy.py :361

Signature

def   _update_hessian ( self ,  ys ,  Bs ,  sBs ,  y )

Summary

Update the Hessian matrix.

Extended Summary

BFGS update using the formula:

B <- B - (B*s)*(B*s).T/s.T*(B*s) + y*y^T/s.T*y

where s is short for delta_x and y is short for delta_grad. Formula (6.19) in [1].

Aliases

  • scipy.optimize.BFGS._update_hessian