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 method

Dogleg method

Steihaug method

Trust region method

Traits

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

Functions

Computes reduction ratio