bundles / scipy 1.17.1 / scipy / optimize / _trustregion_dogleg / DoglegSubproblem / solve
function
scipy.optimize._trustregion_dogleg:DoglegSubproblem.solve
Signature
def solve ( self , trust_radius ) Summary
Minimize a function using the dog-leg trust-region algorithm.
Extended Summary
This algorithm requires function values and first and second derivatives. It also performs a costly Hessian decomposition for most iterations, and the Hessian is required to be positive definite.
Parameters
trust_radius: floatWe are allowed to wander only this far away from the origin.
Returns
p: ndarrayThe proposed step.
hits_boundary: boolTrue if the proposed step is on the boundary of the trust region.
Notes
The Hessian is required to be positive definite.
Aliases
-
scipy.optimize._trustregion_dogleg.DoglegSubproblem.solve