Optimization: principles and algorithms, by Michel Bierlaire

Algorithm 12.1: Calculation of the intersection with the trust region. More...
Go to the source code of this file.
Functions  
function  intersectionTrustRegion (in x, in d, in delta) 
Calculate the step along a direction that is on the border of the trust region centered at 0. More...  
Algorithm 12.1: Calculation of the intersection with the trust region.
Implementation of algorithm 12.1 of [1]
Definition in file intersectionTrustRegion.m.
function intersectionTrustRegion  (  in  x, 
in  d,  
in  delta  
) 
Calculate the step along a direction that is on the border of the trust region centered at 0.
x  a point within the trust region , that is such that . 
d  the direction 
delta  the radius of the trust region 