update_hess_vec {stochQN}R Documentation

Update Hessian-vector product (SQN)

Description

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).

Usage

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.

Value

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


[Package stochQN version 0.1.2-1 Index]