bundles / scipy 1.17.1 / scipy / optimize / _lbfgsb_py / LbfgsInvHessProduct
class
scipy.optimize._lbfgsb_py:LbfgsInvHessProduct
Signature
class LbfgsInvHessProduct ( sk , yk ) Members
Summary
Linear operator for the L-BFGS approximate inverse Hessian.
Extended Summary
This operator computes the product of a vector with the approximate inverse of the Hessian of the objective function, using the L-BFGS limited memory approximation to the inverse Hessian, accumulated during the optimization.
Objects of this class implement the scipy.sparse.linalg.LinearOperator interface.
Parameters
sk: array_like, shape=(n_corr, n)Array of
n_corrmost recent updates to the solution vector. (See [1]).yk: array_like, shape=(n_corr, n)Array of
n_corrmost recent updates to the gradient. (See [1]).
Aliases
-
scipy.optimize.LbfgsInvHessProduct