scalation.optimization.quasi_newton.QNewton
The QNewton object provides methods useful for Quasi-Newton optimizers.
Attributes
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Graph
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Supertypes
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class Object
trait Matchable
class Any
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Self type
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Members list
Return the change to the approximate Hessian inverse (aHi) matrix using the Sherman–Morrison formula.
Return the change to the approximate Hessian inverse (aHi) matrix using the Sherman–Morrison formula.
Value parameters
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aHi
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the current value of the approximate Hessian inverse (aHi)
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s
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the step vector (next point - current point)
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y
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the difference in the gradients (next - current)
Attributes
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See also
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