- All Superinterfaces:
- All Known Implementing Classes:
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.
updateUpdates the Hessian using BFGS
s- change in state (new - old)
y- change in gradient (new - old)