argmin::solver::newton

Module newton_cg

Source
Expand description

Newton-CG method TODO: Stop when search direction is close to 0

§References:

[0] Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.

Structs§

  • NewtonCG
    The Newton-CG method (also called truncated Newton method) uses a modified CG to solve the Newton equations approximately. After a search direction is found, a line search is performed.