Expand description
The newton_sos crate defines and solves optimization problems of the form:
$$\max_{c\in\mathbb{R}, B \in \mathbb{S}^n_+} c - \lambda \text{Tr}(B) + t \log \det (B) \qquad \text{s.t. }\quad f_i - c = \Phi_i^T B \Phi_i, \:\:\forall i\in[\![1, N]\!]$$
using a damped Newton method. Such problems arise from sum-of-squares optimization,
especially in the Kernel Sum-of-Squares (KernelSOS) framework.
§Overview
The main components of the crate are:
problem::Problem: A struct representing the optimization problem, including data and parameters.solver::solve: A function to solve the optimization problem.
§Feature Flags
python: Enables Python bindings using PyO3.