Module incremental_newton 

Incremental Newton Methods for Streaming Optimization

This module implements incremental Newton and quasi-Newton methods that maintain second-order information efficiently for streaming data scenarios. These methods are particularly useful when Hessian information is available or can be approximated incrementally.

Structs

IncrementalNewton

Incremental Newton optimizer

Enums

IncrementalNewtonMethod

Types of incremental Newton methods

Functions

incremental_bfgs

Convenience function for incremental Newton with BFGS

incremental_lbfgs

Convenience function for incremental L-BFGS

incremental_lbfgs_linear_regression

Convenience function for L-BFGS linear regression