bundles / scipy latest / scipy / optimize / _hessian_update_strategy / SR1
class
scipy.optimize._hessian_update_strategy:SR1
Signature
class SR1 ( min_denominator = 1e-08 , init_scale = auto ) Members
Summary
Symmetric-rank-1 Hessian update strategy.
Parameters
min_denominator: floatThis number, scaled by a normalization factor, defines the minimum denominator magnitude allowed in the update. When the condition is violated we skip the update. By default uses
1e-8.init_scale: {float, np.array, 'auto'}, optionalThis parameter can be used to initialize the Hessian or its inverse. When a float is given, the relevant array is initialized to
np.eye(n) * init_scale, wherenis the problem dimension. Alternatively, if a precisely(n, n)shaped, symmetric array is given, this array will be used. Otherwise an error is generated. Set it to 'auto' in order to use an automatic heuristic for choosing the initial scale. The heuristic is described in [1], p.143. The default is 'auto'.
Notes
The update is based on the description in [1], p.144-146.
Aliases
-
scipy.optimize.SR1