newtons_method: Implements the Newton's method
In lnribeiro/otimizr: Collection of numerical optimization algorithms
Description
Usage
Arguments
Value
Description
Implements the Newton's method
Usage
1
2
newtons_method(x_init, funval, fungrad, funhess, alpha = 1,
maxit = 1000, threshold = 1e-09)
Arguments
x_init
initial guess
funval
objective function calculator
fungrad
objective function's gradient
funhess
objective functiond' Hessian
alpha
step size. if "backtracking", will automatically select the step using this algorithm
maxit
max number of iterations
threshold
convergence threshold
Value
solution list – solution: x_min, path: x_points, number of iterations: n_it
lnribeiro/otimizr documentation built on June 24, 2019, 12:37 a.m.
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Description Usage Arguments Value
Description
Implements the Newton's method
Usage
1 2 | newtons_method(x_init, funval, fungrad, funhess, alpha = 1,
maxit = 1000, threshold = 1e-09)
|
Arguments
x_init |
initial guess |
funval |
objective function calculator |
fungrad |
objective function's gradient |
funhess |
objective functiond' Hessian |
alpha |
step size. if "backtracking", will automatically select the step using this algorithm |
maxit |
max number of iterations |
threshold |
convergence threshold |
Value
solution list – solution: x_min, path: x_points, number of iterations: n_it
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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