simpeg.optimization.ProjectedGNCG#
- class simpeg.optimization.ProjectedGNCG(*, lower=-inf, upper=inf, cg_maxiter=5, cg_rtol=None, cg_atol=None, step_active_set=True, active_set_grad_scale=0.01, **kwargs)[source]#
Bases:
Bounded
,InexactGaussNewton
Attributes
Scalar to apply to the active set's gradient
The approximate Hessian inverse is used to precondition CG.
Approximate Hessian used in preconditioning the problem.
A used defined callback function.
Absolute tolerance for inner CG iterations.
Maximum number of CG iterations.
Relative tolerance for inner CG iterations.
The lower bound value.
InexactCG.maxIterCG has been deprecated.
ProjectedGNCG.stepActiveSet has been deprecated.
ProjectedGNCG.stepOffBoundsFact has been deprecated.
Whether to include the active set's gradient in the step direction.
InexactCG.tolCG has been deprecated.
The upper bound value.
counter
parent
print_type
Methods
activeSet
(x)If we are on a bound
bfgsrec
(k, n, nn, S, Y, d)BFGS recursion
bindingSet
(x)If we are on a bound and the negative gradient points away from the feasible set.
doEndIteration
(xt)Operation called at the end of each minimize iteration.
Called at the start of each minimize iteration. If you have things that also need to run in the method doStartIteration, you can create a method::.
Finds the search direction based on projected CG
finish
()Called at the end of the optimization. If you have things that also need to run in the method finish, you can create a method::.
inactiveSet
(x)The free variables.
minimize
(evalFunction, x0)Minimizes the function (evalFunction) starting at the location x0.
Changes the search direction based on some sort of linesearch or trust-region criteria.
Called if modifySearchDirection fails to find a descent direction.
printDone
([inLS])Called at the end of the optimization routine.
printInit
([inLS])Called at the beginning of the optimization routine.
printIter
([inLS])Called directly after function evaluations.
projection
(x)Make sure we are feasible.
Scales the search direction if appropriate.
startup
(x0)Called at the start of any new minimize call.
bfgs
recall
remember
save
stoppingCriteria
Galleries and Tutorials using simpeg.optimization.ProjectedGNCG
#

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