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Correct BFGS update #26

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Correct BFGS update #26

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2 changes: 1 addition & 1 deletion docs/source/vmcon.rst
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Expand Up @@ -164,7 +164,7 @@ The definition of :math:`\vec{\eta}` ensures :math:`\mathbf{B}` remains positive
We can then perform the BFGS update:

.. math::
\mathbf{B_{NEW}} = \mathbf{B} - \frac{\mathbf{B}\vec{\xi}\vec{\xi}^T\mathbf{B}}{\vec{\xi}^T\mathbf{B}\vec{\xi}} + \frac{ \vec{\eta} \vec{\eta}^T}{\vec{\xi}^T\vec{\eta}}
\mathbf{B_{NEW}} = \mathbf{B} - \frac{\mathbf{B}\vec{\xi}\vec{\xi}^T\mathbf{B}^T}{\vec{\xi}^T\mathbf{B}\vec{\xi}} + \frac{ \vec{\eta} \vec{\eta}^T}{\vec{\xi}^T\vec{\eta}}


The VMCON Algorithm
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2 changes: 1 addition & 1 deletion src/pyvmcon/vmcon.py
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Expand Up @@ -544,7 +544,7 @@ def calculate_new_B(

# eqn 8
B_ksi = B @ ksi
B += (gamma @ gamma.T) / (ksi.T @ gamma) - ((B_ksi @ ksi.T @ B) / (ksi.T @ B_ksi))
B += (gamma @ gamma.T) / (ksi.T @ gamma) - ((B_ksi @ ksi.T @ B.T) / (ksi.T @ B_ksi))

return B

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