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So this is the structure that I thought we were talking about.
inv_hessian_dot
andhessian_dot
), updating the model, as well as storing information related to the model (e.g. values at each iteration)Couple things to highlight:
steps
associated with each quasi-newton methods. For me, the steps are computed by the subproblem algorithm and I'm not sure where thestep
would be used within the subproblem. Maybe eachstep
will move to its own subproblem.Model
and trust region is stored withinTrustRegion
. I didn't put in any structure for what will/needs to be stored, but hopefully, this is general enough to support @tczorro 's code. This amounts to moving the parts of thePoint
class associated withModel
andTrustRegion
to the corresponding class. The trust region data is assumed to always be independent of the model data. I'm not sure how well this plays with @tczorro 'sOptLoop
.