Dakota Reference Manual: sr1

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sr1

Use the Symmetric Rank 1 update method to compute quasi-Hessians

## Specification

Alias: none

Argument(s): none

## Description

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

- Initial scaling of is used for prior to the first update.
- Numerical safeguarding is used to protect against numerically small denominators within the updates.
- This safeguarding skips the update if