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Add Trust Region #15

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Add Trust Region #15

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kimt33
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@kimt33 kimt33 commented Apr 10, 2018

  • trust region algorithm
  • subproblems (dogleg, subspace dogleg, cauchy point, full step)
  • iterative approach and Steinhaug methods are not implemented

kimt33 and others added 8 commits March 27, 2018 16:13
@kimt33
Add directory for trust region related code
5c5a77b
@ramirandaq @kimt33
Add sub-problem base class
2d8faf6 
1. Sub-problem base class to initialize data common to all (quadratic) sub-problem solvers
2. Add tests
@crisely09 @kimt33
Cauchy-point method.
1e73b3e 
1. Implement Cauchy-point update for the trust-region subproblem.
2. Add tests.
@crisely09 @kimt33
Add Dogleg method.
4bba98f 
1. Implement Dogleg method for the trust-region quadratic subproblem.
2. Add tests.
@ramirandaq @kimt33
Add subspace solver
d68d753 
1. Subspace solver.
2. Tests for subspace solver.
@kimt33
Added a check_input function.
4485996
@crisely09 @kimt33
Added Gradient-descent method with tests.
09f67a3
@kimt33
Add trust region algorithm
ed9e1f4
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3 participants
@kimt33 @ramirandaq @crisely09