Package minfx :: Package hessian_mods :: Module gmw81_old
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Module gmw81_old

source code

The Gill, Murray, and Wright (GMW) modified Cholesky Hessian modification algorithm.

Warning: This code is not currently functional.

This file is part of the minfx optimisation library.

Functions [hide private]
 
gmw_old(dfk, d2fk, I, n, mach_acc, print_prefix, print_flag, return_matrix=0)
Modified Cholesky Hessian modification.
source code
Variables [hide private]
  __package__ = 'minfx.hessian_mods'

Imports: dot, sort, sqrt, transpose, eig, inv


Function Details [hide private]

gmw_old(dfk, d2fk, I, n, mach_acc, print_prefix, print_flag, return_matrix=0)

source code 

Modified Cholesky Hessian modification.

Algorithm 6.5 from page 148.

Somehow the data structures l, d, and c can be stored in d2fk!