Expand description
§Trust region method
The trust region method approximates the cost function within a certain region around the current point in parameter space. Depending on the quality of this approximation, the region is either expanded or contracted.
For more details see TrustRegion.
§Reference
Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.
Structs§
- Cauchy
Point - Cauchy point method
- Dogleg
- Dogleg method
- Steihaug
- Steihaug method
- Trust
Region - Trust region method
Traits§
- Trust
Region Radius - An interface methods which calculate approximate steps for trust region methods must implement.
Functions§
- reduction_
ratio - Computes reduction ratio