The update is based on the description in , p.140.
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 , p.536-537.
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'
.
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 , p.143. By default uses 'auto'.
Broyden-Fletcher-Goldfarb-Shanno (BFGS) Hessian update strategy.
The following pages refer to to this document either explicitly or contain code examples using this.
scipy.optimize._minimize.minimize
scipy.optimize._constraints.NonlinearConstraint
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