Class generic_trust_region

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Instance Methods

[hide private]

__init__(self)
Class containing non-specific trust region algorithm code.

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calc_rho(self)
Function to calculate the ratio rho used to choose the trust region radius.

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new_param_func(self)
An algorithm for trust region radius selection.

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Method Details

[hide private]

calc_rho(self)

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Function to calculate the ratio rho used to choose the trust region radius.

The ratio is defined as:

                f(xk) - f(xk + pk)
        rho  =  ------------------
                  mk(0) - mk(pk)

Where the numerator is called the actual reduction and the denominator is the predicted reduction.

new_param_func(self)

source code

An algorithm for trust region radius selection.

Page 68 from 'Numerical Optimization' by Jorge Nocedal and Stephen J. Wright, 1999