scipy.optimize.HessianUpdateStrategy.initialize

HessianUpdateStrategy.initialize(n, approx_type)

Initialize internal matrix.

Allocate internal memory for storing and updating the Hessian or its inverse.

Parameters:

n : int

Problem dimension.

approx_type : {‘hess’, ‘inv_hess’}

Selects either the Hessian or the inverse Hessian. When set to ‘hess’ the Hessian will be stored and updated. When set to ‘inv_hess’ its inverse will be used instead.