Class Newton

Instance Methods

__init__(self, func, dfunc, d2func, args, x0, min_options, func_tol, grad_tol, maxiter, a0, mu, eta, mach_acc, full_output, print_flag, print_prefix)
Class for Newton minimisation specific functions.

new_param_func(self)
The new parameter function.

setup_newton(self)
Setup function.

update_newton(self)
Function to update the function value, gradient vector, and Hessian matrix.

Inherited from base_classes.Hessian_mods: cholesky_mod, eigenvalue, gmw, gmw_old, se99, setup_hessian_mod, unmodified_hessian, valid_hessian_mod

Inherited from base_classes.Line_search: backline, line_search_options, mt, no_search, nwi, nww, setup_line_search, valid_line_search

Inherited from base_classes.Min: double_test, func_test, grad_test, hessian_type_and_mod, minimise, setup_conv_tests, update

Method Details

__init__(self, func, dfunc, d2func, args, x0, min_options, func_tol, grad_tol, maxiter, a0, mu, eta, mach_acc, full_output, print_flag, print_prefix)
(Constructor)

Class for Newton minimisation specific functions.

Unless you know what you are doing, you should call the function 'newton' rather than using this class.

Overrides: base_classes.Min.__init__

new_param_func(self)

The new parameter function.

Find the search direction, do a line search, and get xk+1 and fk+1.

setup_newton(self)

Setup function.

The initial Newton function value, gradient vector, and Hessian matrix are calculated.