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.
- lambda0 (float) –