Package de.labathome.trustconstr

Class SR1

java.lang.Object

de.labathome.trustconstr.FullHessianUpdateStrategy

de.labathome.trustconstr.SR1

All Implemented Interfaces:

HessianUpdateStrategy, BiFunction<Matrix,Object,Matrix>

public class SR1
extends FullHessianUpdateStrategy

Symmetric-rank-1 (SR1) Hessian update strategy.

The update follows Nocedal & Wright, Numerical Optimization, 2nd ed. (2006), pp.144-146.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	SR1.SR1Factory	Builder for SR1; configure via FACTORY.

Nested classes/interfaces inherited from class de.labathome.trustconstr.FullHessianUpdateStrategy

FullHessianUpdateStrategy.FullHessianUpdateStrategyFactory<T extends FullHessianUpdateStrategy.FullHessianUpdateStrategyFactory<T>>

Field Summary

Fields

Modifier and Type	Field	Description
static final SR1.SR1Factory	FACTORY	Default SR1 factory; configure with chained setters then call SR1.SR1Factory.build().

Fields inherited from class de.labathome.trustconstr.FullHessianUpdateStrategy

approxType, B, firstIteration, H, n, scale

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	SR1(boolean initialScaleAuto, double initialScale, double minDenominator)

Method Summary

Methods inherited from class de.labathome.trustconstr.FullHessianUpdateStrategy

apply, autoScale, getMatrix, initialize, update

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface java.util.function.BiFunction

andThen

Field Details

FACTORY

public static final SR1.SR1Factory FACTORY

Default SR1 factory; configure with chained setters then call SR1.SR1Factory.build().

Constructor Details

SR1

protected SR1(boolean initialScaleAuto,
 double initialScale,
 double minDenominator)

Parameters:

initialScaleAuto - whether the initial scale is auto-derived

initialScale - user-specified initial scale (ignored when auto)

minDenominator - denominator-magnitude threshold below which updates are skipped