argmin::solver::trustregion

Module cauchypoint

Source
Expand description

Cauchy Point

§References:

[0] Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.

Structs§

  • The Cauchy point is the minimum of the quadratic approximation of the cost function within the trust region along the direction given by the first derivative.