Optimization: principles and algorithms, by Michel Bierlaire
Functions
intersectionTrustRegion.m File Reference

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...
 

Detailed Description

Algorithm 12.1: Calculation of the intersection with the trust region.

Implementation of algorithm 12.1 of [1]

Note
Tested with runIntersectionTrustRegion.m
Called by dogleg
Author
Michel Bierlaire
Date
Sat Mar 21 15:37:52 2015

Definition in file intersectionTrustRegion.m.

Function Documentation

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.

Parameters
xa point within the trust region , that is such that $ \|x\| \leq \Delta \|$.
dthe direction
deltathe radius $ \Delta$ of the trust region
Returns
lambda The step $ \lambda$ such that $ \|x + \lambda d\|_2 = \Delta$.
Copyright 2015-2016 Michel Bierlaire