Visible to Intel only — GUID: GUID-B80EA425-0DF2-4FAC-B1E9-F95843F25AB9
Visible to Intel only — GUID: GUID-B80EA425-0DF2-4FAC-B1E9-F95843F25AB9
Newton-CG Optimizer
The Newton-CG optimizer minimizes the convex function iteratively using its gradient and hessian-product operator.
Mathematical Formulation
Refer to Developer Guide: Newton-CG.
Programming Interface
All types and functions are declared in the oneapi::dal::newton_cg namespace.
Descriptor
template<typenameFloat=float,typenameMethod=method::by_default,typenameTask=task::by_default>classdescriptor
- Template Parameters
Constructors
descriptor(doubletol=1e-4, std::int64_tmaxiter=100)
Creates a new instance of the class with the given tol and maxiter property values.
Properties
std::int64_tmax_iteration
The maximum iteration number.
- Getter & Setter
-
std::int64_t get_max_iteration() const
auto & set_max_iteration(std::int64_t maxiter)
- Invariants
-
maxiter >= 0
doubletolerance
The convergence tolerance.
- Getter & Setter
-
double get_tolerance() const
auto & set_tolerance(double tol)
- Invariants
-
tol >= 0.0
Method Tags
structdense
usingby_default=dense
Task Tags
structcompute
usingby_default=compute