`scipy.optimize._trustregion_ncg:CGSteihaugSubproblem.solve`

source: /scipy/optimize/_trustregion_ncg.py :44

Signature

def solve ( self , trust_radius )

Summary

Solve the subproblem using a conjugate gradient method.

Parameters

trust_radius : float: We are allowed to wander only this far away from the origin.

Returns

p : ndarray: The proposed step.
hits_boundary : bool: True if the proposed step is on the boundary of the trust region.

Notes

This is algorithm (7.2) of Nocedal and Wright 2nd edition. Only the function that computes the Hessian-vector product is required. The Hessian itself is not required, and the Hessian does not need to be positive semidefinite.

Aliases

scipy.optimize._trustregion_ncg.CGSteihaugSubproblem.solve