Function gauss_newton 

fn gauss_newton<F>(
    model_prices: &mut F,
    markets: &[f64],
) -> Result<f64, CalibrationError>
where
    F: FnMut(f64) -> Result<Vec<Jet1<f64>>, CalibrationError>,

Gauss-Newton on σ, clamped to the bracket; a second clamp hands over to a bisection on the gradient, which cannot leave the bracket.