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bundles / scipy latest / scipy / optimize / _spectral / _root_df_sane

function

scipy.optimize._spectral:_root_df_sane

source: /scipy/optimize/_spectral.py :15

Signature

def   _root_df_sane ( func x0 args = () ftol = 1e-08 fatol = 1e-300 maxfev = 1000 fnorm = None callback = None disp = False M = 10 eta_strategy = None sigma_eps = 1e-10 sigma_0 = 1.0 line_search = cruz ** unknown_options )

Summary

Solve nonlinear equation with the DF-SANE method

Parameters

ftol : float, optional

Relative norm tolerance.

fatol : float, optional

Absolute norm tolerance. Algorithm terminates when ||func(x)|| < fatol + ftol ||func(x_0)||.

fnorm : callable, optional

Norm to use in the convergence check. If None, 2-norm is used.

maxfev : int, optional

Maximum number of function evaluations.

disp : bool, optional

Whether to print convergence process to stdout.

eta_strategy : callable, optional

Choice of the eta_k parameter, which gives slack for growth of ||F||**2. Called as eta_k = eta_strategy(k, x, F) with k the iteration number, x the current iterate and F the current residual. Should satisfy eta_k > 0 and sum(eta, k=0..inf) < inf. Default: ||F||**2 / (1 + k)**2.

sigma_eps : float, optional

The spectral coefficient is constrained to sigma_eps < sigma < 1/sigma_eps. Default: 1e-10

sigma_0 : float, optional

Initial spectral coefficient. Default: 1.0

M : int, optional

Number of iterates to include in the nonmonotonic line search. Default: 10

line_search : {'cruz', 'cheng'}

Type of line search to employ. 'cruz' is the original one defined in [Martinez & Raydan. Math. Comp. 75, 1429 (2006)], 'cheng' is a modified search defined in [Cheng & Li. IMA J. Numer. Anal. 29, 814 (2009)]. Default: 'cruz'

Aliases

  • scipy.optimize._root._root_df_sane