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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Use the Symmetric Rank 1 update method to compute quasi-Hessians
Alias: none
Argument(s): none
The Symmetric Rank 1 (SR1) update (specified with the keyword sr1
) 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