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

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]

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

x	a point within the trust region , that is such that $\\|x\\| \leq \Delta \\|$ .
d	the direction
delta	the radius $\Delta$ of the trust region

Returns: lambda The step $\lambda$ such that $\|x + \lambda d\|_2 = \Delta$ .