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DDogleg Numerics is a high performance Java library for non-linear optimization, robust model fitting, polynomial root finding, sorting, and more.

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/*
 * Copyright (c) 2012-2018, Peter Abeles. All Rights Reserved.
 *
 * This file is part of DDogleg (http://ddogleg.org).
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *   http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package org.ddogleg.optimization.math;

import org.ejml.data.DMatrixRMaj;

/**
 * Hessian update using BFGS. The hessian is iteratively updated. Update should only be called when the Wolfe condition
 * is meet.
 *
 * @author Peter Abeles
 */
public interface HessianBFGS extends HessianMath {

	/**
	 * Updates the Hessian using BFGS
	 *
	 * @param s change in state (new - old)
	 * @param y change in gradient (new - old)
	 */
	void update(DMatrixRMaj s , DMatrixRMaj y);
}