Module exact_trust_region

source code

Exact trust region optimization.

This file is part of the minfx optimisation library at https://sourceforge.net/projects/minfx.

Classes

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Exact_trust_region

Functions

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exact_trust_region(func=None, dfunc=None, d2func=None, args=(), x0=None, min_options=(), func_tol=1e-25, grad_tol=None, maxiter=1000000.0, lambda0=0.0, delta_max=100000.0, delta0=1.0, eta=0.2, mach_acc=1e-16, full_output=0, print_flag=0, print_prefix='')
Exact trust region algorithm. source code

Variables

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__package__ = 'minfx'

Imports: dot, identity, sort, sqrt, transpose, cholesky, eig, inv, solve, match, Hessian_mods, Min, Trust_region, Bfgs, Newton