Interface HessianBFGS

All Superinterfaces:
HessianMath
All Known Implementing Classes:
HessianBFGS_DDRM

public interface HessianBFGS
extends HessianMath
Hessian update using BFGS. The hessian is iteratively updated. Update should only be called when the Wolfe condition is meet.
  • Method Details

    • update

      void update​(DMatrixRMaj s, DMatrixRMaj y)
      Updates the Hessian using BFGS
      Parameters:
      s - change in state (new - old)
      y - change in gradient (new - old)