Skip to content
Snippets Groups Projects

Feature/proximal newton solver

Compare changes
  • Side-by-side
  • Inline
Files
4
  • a9b78dbc
    Riemannian proximal newton solver: · a9b78dbc
    Lisa Julia Nebel authored
    Add first version of the Riemannian Proximal Newton solver, as an alternative to the Trust Region Solver.
    In each step of these two iterative solvers: For a given iterate x, we try to find a correction that decreases the energy of the nonlinear functional.
    This correction is calculated using the Taylor expansion around x, resulting in the problem: Hessian(x) * correction = -gradient(x).
    The correction only causes an energy decrease if the functional can be approximated correctly within a certain radius around x.
    1) The trust-region algorithm ensures this using a trust-region.
    2) The proximal newton method ensures this by "punishing" large corrections using a regularization factor.
Loading