Module truncated_newton

Truncated Newton methods for large-scale optimization

This module implements truncated Newton methods (also known as inexact Newton methods) that use iterative methods like conjugate gradient to approximately solve the Newton system without forming the full Hessian matrix. This makes them suitable for very large-scale problems.

Structs

TruncatedNewtonOptions

Options for truncated Newton methods

Enums

Preconditioner

Preconditioner types for truncated Newton methods

Functions

minimize_truncated_newton

Minimize a function using the truncated Newton method

minimize_trust_region_newton

Trust region variant of truncated Newton method