scipy.optimize.BFGS.initialize¶
-
BFGS.
initialize
(n, approx_type)[source]¶ Initialize internal matrix.
Allocate internal memory for storing and updating the Hessian or its inverse.
- Parameters
- nint
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.