Package minfx :: Module exact_trust_region :: Class Exact_trust_region

classobj Exact_trust_region

Instance Methods

__init__(self, func, dfunc, d2func, args, x0, min_options, func_tol, grad_tol, maxiter, lambda0, delta_max, delta0, eta, mach_acc, full_output, print_flag, print_prefix)
Class for Exact trust region minimisation specific functions.

source code

new_param_func(self)
Find the exact trust region solution.

source code

old_param_func(self)
Find the exact trust region solution.

source code

safeguard(self, eigenvals)
Safeguarding function.

source code

update(self)
Update function.

source code

Inherited from base_classes.Trust_region: trust_region_update

Inherited from bfgs.Bfgs: setup_bfgs, update_bfgs

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

Inherited from newton.Newton: setup_newton, update_newton

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

Method Details

[hide private]

init(self, func, dfunc, d2func, args, x0, min_options, func_tol, grad_tol, maxiter, lambda0, delta_max, delta0, eta, mach_acc, full_output, print_flag, print_prefix)
(Constructor)

source code

Class for Exact trust region minimisation specific functions.

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

Overrides: base_classes.Hessian_mods.__init__

new_param_func(self)

source code

Find the exact trust region solution.

Algorithm 4.4 from page 81 of 'Numerical Optimization' by Jorge Nocedal and Stephen J. Wright, 1999, 2nd ed. This is only implemented for positive definite matrices.

Overrides: newton.Newton.new_param_func

old_param_func(self)

source code

Find the exact trust region solution.

More, J. J., and Sorensen D. C. 1983, Computing a trust region step. SIAM J. Sci. Stat. Comput. 4, 553-572. This function is incomplete.

update(self)

source code

Update function.

Run the trust region update. If this update decides to shift xk+1 to xk, then run the Newton update.

Overrides: base_classes.Min.update

classobj Exact_trust_region

__init__(self, func, dfunc, d2func, args, x0, min_options, func_tol, grad_tol, maxiter, lambda0, delta_max, delta0, eta, mach_acc, full_output, print_flag, print_prefix) (Constructor)

new_param_func(self)

old_param_func(self)

update(self)

init(self, func, dfunc, d2func, args, x0, min_options, func_tol, grad_tol, maxiter, lambda0, delta_max, delta0, eta, mach_acc, full_output, print_flag, print_prefix)
(Constructor)