Module argmin::solver::trustregion
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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