tron: redefine H at each iteration

dpo · dpo · commit b21ef81e2d64 · 2016-10-15T12:00:19.000-04:00
diff --git a/nlp/optimize/tron.py b/nlp/optimize/tron.py
@@ -400,8 +400,6 @@ def solve(self):
         exitFunCall = model.obj.ncalls >= self.maxfuncall
         status = ""
 
-        # Wrap Hessian into an operator.
-        H = model.hop(self.x, self.model.pi0)
         tick = cputime()
 
         # Print out header and initial log.
@@ -417,6 +415,9 @@ def solve(self):
             if self.save_g:
                 self.g_old = self.g.copy()
 
+            # Wrap Hessian into an operator.
+            H = model.hop(self.x, self.model.pi0)
+
             # Compute the Cauchy step and store in s.
             (s, self.alphac) = self.cauchy(self.x, self.g, H,
                                            model.Lvar, model.Uvar,
