Module exact_trust_region

source code

Exact trust region optimization.

This file is part of the minfx optimisation library.

Classes

[hide private]

Exact_trust_region

Functions

[hide private]

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

[hide private]

__package__ = 'minfx'

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