bundles / scipy latest / scipy / optimize / _hessian_update_strategy / FullHessianUpdateStrategy / initialize

function

`scipy.optimize._hessian_update_strategy:FullHessianUpdateStrategy.initialize`

source: /scipy/optimize/_hessian_update_strategy.py :124

Signature

def initialize ( self , n , approx_type )

Summary

Initialize internal matrix.

Extended Summary

Allocate internal memory for storing and updating the Hessian or its inverse.

Parameters

n : int: Problem dimension.
approx_type : {'hess', 'inv_hess'}: Selects either the Hessian or the inverse Hessian. When set to 'hess' the Hessian will be stored and updated. When set to 'inv_hess' its inverse will be used instead.

Aliases

scipy.optimize._hessian_update_strategy.FullHessianUpdateStrategy.initialize