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Copy file name to clipboardExpand all lines: src/LM_alg.jl
+5-2Lines changed: 5 additions & 2 deletions
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@@ -140,6 +140,7 @@ For advanced usage, first define a solver "LMSolver" to preallocate the memory u
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- `θ::T = 1/(1 + eps(T)^(1 / 5))`: is the model decrease fraction with respect to the decrease of the Cauchy model;
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- `m_monotone::Int = 1`: monotonicity parameter. By default, LM is monotone but the non-monotone variant will be used if `m_monotone > 1`;
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- `subsolver = R2Solver`: the solver used to solve the subproblems.
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- `sub_kwargs::NamedTuple = NamedTuple()`: a named tuple containing the keyword arguments to be sent to the subsolver. The solver will fail if invalid keyword arguments are provided to the subsolver. For example, if the subsolver is `R2Solver`, you can pass `sub_kwargs = (max_iter = 100, σmin = 1e-6,)`.
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The algorithm stops either when `√(ξₖ/νₖ) < atol + rtol*√(ξ₀/ν₀) ` or `ξₖ < 0` and `√(-ξₖ/νₖ) < neg_tol` where ξₖ := f(xₖ) + h(xₖ) - φ(sₖ; xₖ) - ψ(sₖ; xₖ), and √(ξₖ/νₖ) is a stationarity measure.
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