Class Bfgs

Instance Methods

__init__(self, func, dfunc, args, x0, min_options, func_tol, grad_tol, maxiter, a0, mu, eta, full_output, print_flag, print_prefix)
Class for Quasi-Newton BFGS minimisation specific functions.

new_param_func(self)
The new parameter function.

setup_bfgs(self)
Setup function.

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

Inherited from base_classes.Line_search: backline, line_search_options, mt, no_search, nwi, nww, setup_line_search, valid_line_search

Inherited from base_classes.Min: double_test, func_test, grad_test, hessian_type_and_mod, minimise, setup_conv_tests, update

Method Details

__init__(self, func, dfunc, args, x0, min_options, func_tol, grad_tol, maxiter, a0, mu, eta, full_output, print_flag, print_prefix)
(Constructor)

Class for Quasi-Newton BFGS minimisation specific functions.

Unless you know what you are doing, you should call the function 'bfgs' rather than using this class.

Overrides: base_classes.Min.__init__

new_param_func(self)

The new parameter function.

Find the search direction, do a line search, and get xk+1 and fk+1.

setup_bfgs(self)

Setup function.

Create the identity matrix I and calculate the function, gradient and initial BFGS inverse Hessian matrix.