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bundles / scipy latest / scipy / optimize / _hessian_update_strategy / SR1

class

scipy.optimize._hessian_update_strategy:SR1

source: /scipy/optimize/_hessian_update_strategy.py :425

Signature

class   SR1 ( min_denominator = 1e-08 init_scale = auto )

Members

Summary

Symmetric-rank-1 Hessian update strategy.

Parameters

min_denominator : float

This 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'}, optional

This 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, where n is 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