simpeg.optimization.InexactGaussNewton#

class simpeg.optimization.InexactGaussNewton(**kwargs)[source]#

Minimizes using CG as the inexact solver of

\[\mathbf{H p = -g}\]

By default BFGS is used as the preconditioner.

Use nbfgs to set the memory limitation of BFGS.

To set the initial H0 to be used in BFGS, set bfgsH0 to be a simpeg.Solver

Attributes

`approxHinv`	The approximate Hessian inverse is used to precondition CG.
`bfgsH0`	Approximate Hessian used in preconditioning the problem.

Methods

`bfgsrec`(k, n, nn, S, Y, d)	BFGS recursion
`doEndIteration`(xt)	doEndIteration is called at the end of each minimize iteration.
`doStartIteration`()	doStartIteration is called at the start of each minimize iteration.
`findSearchDirection`()	findSearchDirection should return an approximation of:
`finish`()	finish is called at the end of the optimization.
`minimize`(evalFunction, x0)	Minimizes the function (evalFunction) starting at the location x0.
`modifySearchDirection`(p)	modifySearchDirection changes the search direction based on some sort of linesearch or trust-region criteria.
`modifySearchDirectionBreak`(p)	Code is called if modifySearchDirection fails to find a descent direction.
`printDone`([inLS])	printDone is called at the end of the optimization routine.
`printInit`([inLS])	printInit is called at the beginning of the optimization routine.
`printIter`([inLS])	printIter is called directly after function evaluations.
`projection`(p)	projects the search direction.
`scaleSearchDirection`(p)	scaleSearchDirection should scale the search direction if appropriate.
`startup`(x0)	startup is called at the start of any new minimize call.