Module « scipy.optimize »

Classe « BFGS »

Informations générales

Héritage

builtins.object
    HessianUpdateStrategy
        FullHessianUpdateStrategy
            BFGS

Définition

class BFGS(FullHessianUpdateStrategy):

Description _{[extrait de BFGS.__doc__]}

Broyden-Fletcher-Goldfarb-Shanno (BFGS) Hessian update strategy.

    Parameters
    ----------
    exception_strategy : {'skip_update', 'damp_update'}, optional
        Define how to proceed when the curvature condition is violated.
        Set it to 'skip_update' to just skip the update. Or, alternatively,
        set it to 'damp_update' to interpolate between the actual BFGS
        result and the unmodified matrix. Both exceptions strategies
        are explained  in [1]_, p.536-537.
    min_curvature : float
        This number, scaled by a normalization factor, defines the
        minimum curvature ``dot(delta_grad, delta_x)`` allowed to go
        unaffected by the exception strategy. By default is equal to
        1e-8 when ``exception_strategy = 'skip_update'`` and equal
        to 0.2 when ``exception_strategy = 'damp_update'``.
    init_scale : {float, 'auto'}
        Matrix scale at first iteration. At the first
        iteration the Hessian matrix or its inverse will be initialized
        with ``init_scale*np.eye(n)``, where ``n`` is the problem dimension.
        Set it to 'auto' in order to use an automatic heuristic for choosing
        the initial scale. The heuristic is described in [1]_, p.143.
        By default uses 'auto'.

    Notes
    -----
    The update is based on the description in [1]_, p.140.

    References
    ----------
    .. [1] Nocedal, Jorge, and Stephen J. Wright. "Numerical optimization"
           Second Edition (2006).
    

Constructeur(s)

Signature du constructeur	Description
__init__(self, exception_strategy='skip_update', min_curvature=None, init_scale='auto')

Liste des opérateurs

Opérateurs hérités de la classe object

__eq__, __ge__, __gt__, __le__, __lt__, __ne__

Méthodes héritées de la classe FullHessianUpdateStrategy

__init_subclass__, __subclasshook__, dot, get_matrix, initialize, update

Méthodes héritées de la classe object

__delattr__, __dir__, __format__, __getattribute__, __hash__, __reduce__, __reduce_ex__, __repr__, __setattr__, __sizeof__, __str__