x0=theta,
lb=lb, ub=ub,
G=None, h=None,
A=A, b=b,
maxiter=30,
disp=5, full_output=True)
#
from pygotools.convex import trustRegion, trustExact
## trust
xhat, output = trustRegion(rosen,
rosen_der,
rosen_hess,
x0=theta,
maxiter=100,
method='exact',
disp=3, full_output=True)
xhat, output = trustRegion(rosen,rosen_der,
hessian='BFGS',
x0=theta,
maxiter=100,
method='exact',
disp=3, full_output=True)
xhatA, outputA = trustRegion(rosen,rosen_der,
hessian='SR1',
x0=theta,
boxBounds = [
(1e-4,5.0),
(1e-4,5.0),
(1e-4,5.0)
]
boxBoundsArray = numpy.array(boxBounds)
lb = boxBoundsArray[:,0]
ub = boxBoundsArray[:,1]
from pygotools.convex import sqp,ip,ipPDC, ipPD, ipBar, trustRegion
## trust
xhat, output = trustRegion(objFH.cost, objFH.gradient, hessian=objFH.jtj,
x0=theta,
maxiter=100,
method='exact',
disp=3, full_output=True)
xhat, output = trustRegion(objFH.cost, objFH.gradient, hessian=objFH.hessian,
x0=theta,
maxiter=100,
method='exact',
disp=3, full_output=True)
xhatA, outputA = trustRegion(objFH.cost, objFH.gradient, hessian='SR1',
x0=theta,
maxiter=100,
method='exact',
disp=3, full_output=True)
