LimitedMemoryBFGS

class kona.linalg.matrices.hessian.LimitedMemoryBFGS(vector_factory, optns=None)[source]

Bases: kona.linalg.matrices.hessian.basic.QuasiNewtonApprox

Limited-memory BFGS approximation for the Hessian.

Variables:
  • lambda0 (float) –

    ?

  • s_dot_s_list (list of float) – The L2 norm of the step vector.
  • s_dot_y_list (list of float) – Curvature.
add_correction(s_in, y_in)[source]
product(in_vec, out_vec)[source]
solve(u_vec, v_vec, rel_tol=1e-15)[source]