Package minimise :: Module bfgs :: Class bfgs

Class bfgs

Instance Methods

__init__(self, func, dfunc=None, args=(), x0=None, line_search_algor=None, func_tol=1e-05, maxiter=1000, full_output=0, print_flag=0, a0=1.0, mu=0.0001, eta=0.9)
Class for Quasi-Newton BFGS minimisation specific functions. source code

backup_current_data(self)
Function to backup the current data into fk_last, xk_last, dfk_last, and d2fk_last.

source code

dir(self)
Calculate the BFGS direction.

source code

update_data(self)
Function to update the function value, gradient vector, and the BFGS matrix

source code

Inherited from generic_line_search.generic_line_search: new_param_func

Inherited from generic_minimise.generic_minimise: generic_minimise, tests

Method Details

[hide private]

init(self, func, dfunc=None, args=`()`, x0=None, line_search_algor=None, func_tol=1e-05, maxiter=1000, full_output=0, print_flag=0, a0=1.0, mu=0.0001, eta=0.9)
(Constructor)

source code

Class for Quasi-Newton BFGS minimisation specific functions.

Overrides: generic_minimise.generic_minimise.__init__

Class bfgs

__init__(self, func, dfunc=None, args=(), x0=None, line_search_algor=None, func_tol=1e-05, maxiter=1000, full_output=0, print_flag=0, a0=1.0, mu=0.0001, eta=0.9) (Constructor)

init(self, func, dfunc=None, args=`()`, x0=None, line_search_algor=None, func_tol=1e-05, maxiter=1000, full_output=0, print_flag=0, a0=1.0, mu=0.0001, eta=0.9)
(Constructor)