scipy.optimize.HessianUpdateStrategy.
update#
- HessianUpdateStrategy.update(delta_x, delta_grad)[source]#
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_xndarray
The difference between two points the gradient function have been evaluated at:
delta_x = x2 - x1
.- delta_gradndarray
The difference between the gradients:
delta_grad = grad(x2) - grad(x1)
.