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[Minuit2] Allow setting the Hesse strategy flags individually #23053

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[Minuit2] Allow setting the Hesse strategy flags individually #23053

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8 changes: 8 additions & 0 deletions math/minuit2/inc/Minuit2/MnStrategy.h
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Expand Up @@ -131,6 +131,14 @@ namespace Minuit2 {
the case of high stats) and the forward finite difference (default)
behaviour leads incorrectly to a non-positive-definite covariance
matrix.

The strategy level only sets the defaults: when Minuit2 is used through
ROOT::Minuit2::Minuit2Minimizer, the tunables listed below can also be overridden
individually, by name, through the "Minuit2" extra options of
ROOT::Math::MinimizerOptions. That is the way to pick up a single behaviour of a
higher strategy (most usefully **HessianCentralFDMixedDerivatives**) without
paying for all the others.

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5 changes: 5 additions & 0 deletions math/minuit2/src/Minuit2Minimizer.cxx
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Expand Up @@ -443,6 +443,11 @@ ROOT::Minuit2::MnStrategy customizedStrategy(unsigned int strategyLevel, ROOT::M
st.SetHessianStepTolerance(customize("HessianStepTolerance", st.HessianStepTolerance()));
st.SetHessianG2Tolerance(customize("HessianG2Tolerance", st.HessianG2Tolerance()));

// These two are the parts of strategy 3 that matter most for ill-conditioned problems
st.SetHessianCentralFDMixedDerivatives(
customize("HessianCentralFDMixedDerivatives", int(st.HessianCentralFDMixedDerivatives())));
st.SetHessianForcePosDef(customize("HessianForcePosDef", int(st.HessianForcePosDef())));

return st;
}

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