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Copy file name to clipboardExpand all lines: src/TR_alg.jl
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@@ -131,6 +131,7 @@ For advanced usage, first define a solver "TRSolver" to preallocate the memory u
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- `γ::T = T(3)`: trust-region radius parameter multiplier. Must satisfy `γ > 1`. The trust-region radius is updated as Δ := Δ*γ when the iteration is very successful and Δ := Δ/γ when the iteration is unsuccessful;
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- `χ::F = NormLinf(1)`: norm used to define the trust-region;`
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- `subsolver::S = R2Solver`: subsolver used to solve the subproblem that appears at each iteration.
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- `sub_kwargs::NamedTuple`: a named tuple containing the keyword arguments to be sent to the subsolver. The solver will fail if invalid keyword arguments are provided to the subsolver.
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The algorithm stops either when `√(ξₖ/νₖ) < atol + rtol*√(ξ₀/ν₀) ` or `ξₖ < 0` and `√(-ξₖ/νₖ) < neg_tol` where ξₖ := f(xₖ) + h(xₖ) - φ(sₖ; xₖ) - ψ(sₖ; xₖ), and √(ξₖ/νₖ) is a stationarity measure.
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