cobyqa.models.Quadratic#
- class cobyqa.models.Quadratic(interpolation, values, debug)[source]#
Quadratic model.
This class stores the Hessian matrix of the quadratic model using the implicit/explicit representation designed by Powell for NEWUOA [1].
- Attributes:
Methods
__call__
(x, interpolation)Evaluate the quadratic model at a given point.
curv
(v, interpolation)Evaluate the curvature of the quadratic model along a given direction.
grad
(x, interpolation)Evaluate the gradient of the quadratic model at a given point.
hess
(interpolation)Evaluate the Hessian matrix of the quadratic model.
hess_prod
(v, interpolation)Evaluate the right product of the Hessian matrix of the quadratic model with a given vector.
shift_x_base
(interpolation, new_x_base)Shift the point around which the quadratic model is defined.
solve_systems
(interpolation, rhs)Solve the interpolation systems.
update
(interpolation, k_new, dir_old, ...)Update the quadratic model.
References
[1]M. J. D. Powell. The NEWUOA software for unconstrained optimization without derivatives. In G. Di Pillo and M. Roma, editors, Large-Scale Nonlinear Optimization, volume 83 of Nonconvex Optim. Appl., pages 255–297. Springer, Boston, MA, USA, 2006. doi:10.1007/0-387-30065-1_16.