opt_TN.hpp File Reference

#include "opt_CG.h"
#include <limits>

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Classes
class	ModuleBase::Opt_TN
	A class designed to deal with optimization problems with Truncated-Newton (TN) method. At each step, the optimization direction d is determined by roughly solving linear equation Hd=-g, where H is Hessian matrix of f(x), and g is the gradient df(x)/dx. In this section, we get Hd by interpolation, and solve Hd=-g with CG method. We set three truncated conditions: 1) the residual of CG method has decreased more than 90%; 2) the number of CG iteration is more than 50; 3) the residual of CG method doesn't decrease and the CG iteration is larger than 9. More...

Namespaces
namespace	ModuleBase