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Modified newtons method #1068
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Modified newtons method #1068
Commits on Feb 28, 2024
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Created unit test for NewtonMinimizer on Beale's function which fails…
… to converge in 1 under 1000 steps
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Commits on Feb 29, 2024
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Changed test case to use six hump camel test function and set initial…
… guess so that the following conditions are all met: 1. Hessian is indefinite 2. Directional Derivative is negative 3. The initial guess is between a local maximum and a global minimum This causes Newton's method with and without line search to converge to the local maximum
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Implemented modification of Hessian to force it to be positive defini…
…te by reversing negative eigenvalues. Added optional enum parameter to NewtonMinimizer class to allow for future implementations of other methods of Hessian modification.
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Commits on Mar 1, 2024
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Commits on Jul 2, 2024
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Fixed spelling error of Eigenvalue, simplified logic that forces post…
…ive definiteness.
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