DFP.py 文件源码

def hessian_dfp(self, c, delta_w, delta_g, epsilon):
        n = delta_w.size
        d = delta_g.dot(delta_w)
        if fabs(d) < epsilon:
            return np.identity(n)
        a = np.zeros((n, n))
        a = delta_w.dot(delta_w)
        a /= d
        b = np.zeros((n, n))
        w2 = c.dot(delta_g)
        b = w2.dot(w2)
        d = delta_g.dot(w2)
        if fabs(d) < epsilon:
            return np.identity(n)
        b /= d
        return c+a-b