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Dakota Reference Manual
Version 6.16
Explore and Predict with Confidence
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Use BFGS method to compute quasi-hessians
Alias: none
Argument(s): none
Child Keywords:
| Required/Optional | Description of Group | Dakota Keyword | Dakota Keyword Description | |
|---|---|---|---|---|
| Optional | damped | Numerical safeguarding for BFGS updates | ||
Broyden-Fletcher-Goldfarb-Shanno (BFGS) update will be used to compute quasi-Hessians.
where
is the
approximation to the Hessian,
is the step and
is the corresponding yield in the gradients.
Notes
is used for
prior to the first update.
damped option, which utilizes an alternative damped BFGS update when the curvature condition
is nearly violated.