bfgs_update: Update inverse Hessian by BFGS method
In r-glennie/fmin: Minimize a multivariate function
Description
Usage
Arguments
Value
Description
Update inverse Hessian by BFGS method
Usage
1
bfgs_update(H, gdif, delta)
Arguments
H
inverse Hessian
gdif
change in gradients
delta
step taken
Value
Updated inverse Hessian H
r-glennie/fmin documentation built on Dec. 22, 2021, 11:53 a.m.
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Description Usage Arguments Value
Description
Update inverse Hessian by BFGS method
Usage
1 | bfgs_update(H, gdif, delta)
|
Arguments
H |
inverse Hessian |
gdif |
change in gradients |
delta |
step taken |
Value
Updated inverse Hessian H
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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