MathOpt::NewtonConfig Struct Reference

Configuration for Newton minimization with Hessian. More...

#include <MathOpt_Newton.hxx>

Inheritance diagram for MathOpt::NewtonConfig:

Public Member Functions
	NewtonConfig ()=default
	Default constructor.
	NewtonConfig (double theTolerance, int theMaxIter=100)
	Constructor with tolerance.
Public Member Functions inherited from MathUtils::Config
	Config ()=default
	Default constructor with standard tolerances.
	Config (double theTolerance, int theMaxIter=100)
	Constructor with custom tolerance (sets all tolerances to same value).

Data Fields
double	Regularization = 1.0e-8
	Diagonal regularization for non-positive definite Hessian.
bool	UseLineSearch = true
	Whether to use line search (recommended)
Data Fields inherited from MathUtils::Config
int	MaxIterations = 100
	Maximum number of iterations allowed.
double	Tolerance = 1.0e-10
	General convergence tolerance.
double	XTolerance = 1.0e-10
	Tolerance for solution change |x_{n+1} - x_n|.
double	FTolerance = 1.0e-10
	Tolerance for function value |f(x)|.
double	StepMin = std::numeric_limits<double>::epsilon()
	Minimum step size before declaring convergence or failure.

Detailed Description

Configuration for Newton minimization with Hessian.

Constructor & Destructor Documentation

NewtonConfig() [1/2]

MathOpt::NewtonConfig::NewtonConfig ( )

default

Default constructor.

NewtonConfig() [2/2]

MathOpt::NewtonConfig::NewtonConfig ( double theTolerance, int theMaxIter = 100 )

inlineexplicit

Constructor with tolerance.

Field Documentation

Regularization

double MathOpt::NewtonConfig::Regularization = 1.0e-8

Diagonal regularization for non-positive definite Hessian.

UseLineSearch

bool MathOpt::NewtonConfig::UseLineSearch = true

Whether to use line search (recommended)

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The documentation for this struct was generated from the following file:

• MathOpt_Newton.hxx