Package minimise :: Module exact_trust_region

Module exact_trust_region

Classes

Functions

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

Imports: cholesky_decomposition, eigenvectors, inverse, solve_linear_equations, diagonal, dot, identity, matrixmultiply, outerproduct, sort, sqrt, transpose, match, Bfgs, Newton, Hessian_mods, Min, Trust_region