argmin::solver::trustregion

Module steihaug

Source
Expand description

Steihaug method

§References:

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

Structs§

  • Steihaug
    The Steihaug method is a conjugate gradients based approach for finding an approximate solution to the second order approximation of the cost function within the trust region.