Package hessian_mods

The Hessian modification package.

This file is part of the minfx optimisation library.

Submodules

• minfx.hessian_mods.cholesky_mod: Cholesky Hessian modification with added multiple of the identity.
• minfx.hessian_mods.eigenvalue: Eigenvalue Hessian modification.
• minfx.hessian_mods.gmw81: The Gill, Murray, and Wright (GMW) modified Cholesky Hessian modification algorithm.
• minfx.hessian_mods.gmw81_old: The Gill, Murray, and Wright (GMW) modified Cholesky Hessian modification algorithm.
• minfx.hessian_mods.se99: The Schnabel and Eskow (SE) revised modified Cholesky factorisation Hessian modification algorithm.

Variables

__package__ = None