Expand description
spectrafit-dogleg — Powell’s dogleg trust-region method.
One method on the graph-agnostic
spectrafit-trust-region framework: it supplies
the DoglegStep subproblem solver (Gauss–Newton / Cauchy interpolation
within the trust radius) and a thin minimize entry point; the framework
owns the Δ-radius control loop, gain-ratio acceptance and Moré scaling.
Dogleg is a robust, cheap workhorse on mildly nonlinear least-squares
problems: it is full Gauss–Newton near the optimum and steepest-descent-like
far from it, all via one p×p Cholesky per iteration.
Structs§
- Dogleg
Step - Powell’s dogleg trust-region subproblem solver (stateless).
- Report
- Outcome of a solve. The optimised parameters live in the
problem(read viaTrustRegionProblem::params); this only carries diagnostics. - Trust
Region Config - Tuning for a single Δ-radius trust-region solve.
Enums§
- Termination
- Why the solve stopped.
Traits§
- Trust
Region Problem - A weighted nonlinear least-squares problem driven by the trust-region core.
Functions§
- minimize
- Minimise
½‖r(p)‖²over the free parameters ofproblemwith Powell’s dogleg trust-region method. On return the problem holds the best parameters.