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