scipy.optimize.BFGS.update

BFGS.update(delta_x, delta_grad)

Update internal matrix.

Update Hessian matrix or its inverse (depending on how ‘approx_type’ is defined) using information about the last evaluated points.

Parameters:

delta_x : ndarray

The difference between two points the gradient function have been evaluated at: delta_x = x2 - x1.

delta_grad : ndarray

The difference between the gradients: delta_grad = grad(x2) - grad(x1).