Package org.ddogleg.optimization.math

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 Summary

Modifier and Type	Method	Description
void	update(DMatrixRMaj s, DMatrixRMaj y)	Updates the Hessian using BFGS

Methods inherited from interface org.ddogleg.optimization.math.HessianMath

divideRowsCols, extractDiagonals, init, initializeSolver, innerVectorHessian, setDiagonals, solve

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)