scipy.optimize.HessianUpdateStrategy.initialize#
- HessianUpdateStrategy.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.