cobyqa.models.Quadratic.update

Quadratic.update(interpolation, k_new, dir_old, values_diff)

Update the quadratic model.

This method applies the derivative-free symmetric Broyden update to the quadratic model. The knew-th interpolation point must be updated before calling this method.

Parameters:

interpolationcobyqa.models.Interpolation

Updated interpolation set.

k_newint

Index of the updated interpolation point.

dir_oldnumpy.ndarray, shape (n,)

Value of interpolation.xpt[:, k_new] before the update.

values_diffnumpy.ndarray, shape (npt,)

Differences between the values of the interpolated nonlinear function and the previous quadratic model at the updated interpolation points.

Raises:

numpy.linalg.LinAlgError

If the interpolation system is ill-defined.