Newton Optimizer
Write a newton type standard optimizer for the entropy closure.
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Needs to be able to handle different entropy functionals
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Needs to support changing number of side constraints.
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Write a unit test for this
Options for the Newton Optimizer:
- NEWTON_FAST_MODE = NO (Skips the optimizer for qudratic entropy)
- NEWTON_ITER = 100 (Max Optimizer iterations)
- NEWTON_EPSILON = 0.01 (Convergence epsilon)
- NEWTON_STEP_SIZE = 0.5 ( newton step size)
- NEWTON_LINE_SEARCH_ITER = 100 (Line Search max iter)
Edited by kx5574