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Module optimize

Module optimize 

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Optimization and root finding.

Structs§

GradientDescent
The method of gradient descent.
NewtonRaphson
The Newton-Raphson method.
Tolerances
Absolute error tolerances.

Enums§

EqualityConstraint
Possible equality constraints.
LineSearch
Available line search algorithms.
LineSearchError
Possible errors encountered during line search.
OptimizationError
Possible errors encountered during optimization.
SolveStrategy
Possible strategies for problems split into global and local variables.
TrustRegion
How far a step is trusted to follow the model it was built from.

Traits§

FirstOrderOptimization
First-order optimization algorithms.
FirstOrderRootFinding
First-order root-finding algorithms.
FirstOrderRootFindingBlock
First-order root-finding algorithms for problems split into global and local variables.
FirstOrderRootFindingIncremental
First-order root-finding algorithms that hand out each increment before applying it.
SecondOrderOptimization
Second-order optimization algorithms.
SecondOrderOptimizationBlock
Second-order optimization algorithms for problems split into global and local variables.
SecondOrderOptimizationIncremental
Second-order optimization algorithms that hand out each increment before applying it.
ZerothOrderRootFinding
Zeroth-order root-finding algorithms.

Type Aliases§

StepSize
The step size taking a decrement of type D to an increment of X.