BaseHessian (base class)

class kona.linalg.matrices.hessian.basic.BaseHessian(vector_factory, optns=None)

Bases: object

Abstract matrix object that defines the Hessian of an optimization problem.

Parameters:

• vector_factory (VectorFactory) –
• optns (dict, optional) –
• out_file (file, optional) –

Variables:

• vec_fac (VectorFactory) – Generator for arbitrary KonaVector types.
• out_file (file) – File stream for data output.

product(in_vec, out_vec)

Applies the Hessian itself to the input vector.

Parameters:

• in_vec (KonaVector) – Vector that gets multiplied with the inverse Hessian.
• out_vec (KonaVector) – Vector that stores the result of the operation.

solve(in_vec, out_vec, rel_tol=1e-15)

Applies the inverse of the approximate Hessian to the input vector.

Parameters:

• in_vec (KonaVector) – Vector that gets multiplied with the inverse Hessian.
• out_vec (KonaVector) – Vector that stores the result of the operation.
• rel_tol (float, optional) – Convergence tolerance for the operation.