Module trustregion

Source
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§

CauchyPoint
Cauchy point method
Dogleg
Dogleg method
Steihaug
Steihaug method
TrustRegion
Trust region method

Traits§

TrustRegionRadius
An interface methods which calculate approximate steps for trust region methods must implement.

Functions§

reduction_ratio
Computes reduction ratio