HCL_TrustRegionSolvers: base class for trust region solvers, Steihaug-Toint | HCL_TrustRegionSolver_d The class HCL_TrustRegionSolver_d is an abstract base clase for algorithms for solving the trust region subproblem: Minimize
subject to the constraint
where denotes the inner product, is a given vector, is a symmetric linear operator, and
is a symmetric and positive definite linear operator
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| HCL_TRCG_d The class HCL_TRCG_d is an implentation of the Steihaug-Toint algorithm for approximately solving the trust region subproblem |
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