Functions

Descent methods module

descent_methods.set_values_and_solve_linear_system_for_Newton_method(x, ...)

Helper function to evaluate Hessian, compute Newton's direction.

descent_methods.feasible_init_point_descent_method(f, ...)

Descent method to approximate minimum of function f: Rn -> R.

Compute step size module

compute_step_size.line_search_by_backtracking(f, ...)

Line search that sufficiently decreases f restricted to a ray in the direction dir_desc.

Utils module

utils.compute_error(x_obj, x_approx)

Relative or absolute error between x_obj and x_approx.

utils.print_iterations(data, columns)

Auxiliary function to print table with list of named columns and values in data dictionary.

utils.plot_error_of_optimum_value(err)

Auxiliary function for plotting inner iterations error.

utils.plot_sequence_of_approximations(...[, ...])

Auxiliar function for plotting sequence of approximations.

Utils logarithmic barrier module

utils_logarithmic_barrier.log_barrier_aux_eval_constraints(...)

Auxiliary function for evaluation of constraint inequalities in logarithmic barrier

utils_logarithmic_barrier.constraints_inequalities_funcs_generator(...)

Generator for functional form of inequalities.

utils_logarithmic_barrier.constraints_inequalities_funcs_eval(x, ...)

Auxiliary function that build a numpy array with constraints evaluated.

utils_logarithmic_barrier.phi(x, ...)

Implementation of phi function for logarithmic barrier.