update_hess_vec function

Update Hessian-vector product (SQN)

Update Hessian-vector product (SQN)

Update the (expected) values of the Hessian-vector product in an SQN_free object, after it has been requested by the optimizer (do NOT update it otherwise).

update_hess_vec(optimizer, hess_vec)

Arguments

  • optimizer: An SQN_free optimizer which after the last run had requested a new Hessian-vector evaluation.
  • hess_vec: The (expected) value of the Hessian evaluated at the values of x that were returned in the request, multiplied by the vector that was returned in the same request. Must be a numeric vector.

Returns

No return value (object is updated in-place).

  • Maintainer: David Cortes
  • License: BSD_2_clause + file LICENSE
  • Last published: 2021-09-26