argmin::solver::trustregion

Module dogleg

Source
Expand description

Dogleg method

§References:

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

Structs§

  • Dogleg
    The Dogleg method computes the intersection of the trust region boundary with a path given by the unconstraind minimum along the steepest descent direction and the optimum of the quadratic approximation of the cost function at the current point.