bundles / scipy latest / scipy / optimize / _hessian_update_strategy / HessianUpdateStrategy
class
scipy.optimize._hessian_update_strategy:HessianUpdateStrategy
Signature
class HessianUpdateStrategy ( ) Members
Summary
Interface for implementing Hessian update strategies.
Extended Summary
Many optimization methods make use of Hessian (or inverse Hessian) approximations, such as the quasi-Newton methods BFGS, SR1, L-BFGS. Some of these approximations, however, do not actually need to store the entire matrix or can compute the internal matrix product with a given vector in a very efficiently manner. This class serves as an abstract interface between the optimization algorithm and the quasi-Newton update strategies, giving freedom of implementation to store and update the internal matrix as efficiently as possible. Different choices of initialization and update procedure will result in different quasi-Newton strategies.
Four methods should be implemented in derived classes: initialize, update, dot and get_matrix. The matrix multiplication operator @ is also defined to call the dot method.
Notes
Any instance of a class that implements this interface, can be accepted by the method minimize and used by the compatible solvers to approximate the Hessian (or inverse Hessian) used by the optimization algorithms.
Aliases
-
scipy.optimize.HessianUpdateStrategy