Module trustregion

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