Module argmin::solver::trustregion::dogleg[][src]

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.