Documentation updates.
1. Further tightening of the Covariance documentation.
2. Documented minimizer progress output.
3. Lint cleanup from William Rucklidge.
4. Updated version history.
Change-Id: I8bc28484675d4edf89a7c050b6379dbac6c39e91
diff --git a/docs/source/solving.rst b/docs/source/solving.rst
index 9b26166..e26f87b 100644
--- a/docs/source/solving.rst
+++ b/docs/source/solving.rst
@@ -1126,6 +1126,52 @@
:member:`Solver::Options::logging_type` is not ``SILENT``, the logging
output is sent to ``STDOUT``.
+ For ``TRUST_REGION_MINIMIZER`` the progress display looks like
+
+ .. code-block:: bash
+
+ 0: f: 1.250000e+01 d: 0.00e+00 g: 5.00e+00 h: 0.00e+00 rho: 0.00e+00 mu: 1.00e+04 li: 0 it: 6.91e-06 tt: 1.91e-03
+ 1: f: 1.249750e-07 d: 1.25e+01 g: 5.00e-04 h: 5.00e+00 rho: 1.00e+00 mu: 3.00e+04 li: 1 it: 2.81e-05 tt: 1.99e-03
+ 2: f: 1.388518e-16 d: 1.25e-07 g: 1.67e-08 h: 5.00e-04 rho: 1.00e+00 mu: 9.00e+04 li: 1 it: 1.00e-05 tt: 2.01e-03
+
+ Here
+
+ #. ``f`` is the value of the objective function.
+ #. ``d`` is the change in the value of the objective function if
+ the step computed in this iteration is accepted.
+ #. ``g`` is the max norm of the gradient.
+ #. ``h`` is the change in the parameter vector.
+ #. ``rho`` is the ratio of the actual change in the objective
+ function value to the change in the the value of the trust
+ region model.
+ #. ``mu`` is the size of the trust region radius.
+ #. ``li`` is the number of linear solver iterations used to compute
+ the trust region step. For direct/factorization based solvers it
+ is always 1, for iterative solvers like ``ITERATIVE_SCHUR`` it
+ is the number of iterations of the Conjugate Gradients
+ algorithm.
+ #. ``it`` is the time take by the current iteration.
+ #. ``tt`` is the the total time taken by the minimizer.
+
+ For ``LINE_SEARCH_MINIMIZER`` the progress display looks like
+
+ .. code-block:: bash
+
+ 0: f: 2.317806e+05 d: 0.00e+00 g: 3.19e-01 h: 0.00e+00 s: 0.00e+00 e: 0 it: 2.98e-02 tt: 8.50e-02
+ 1: f: 2.312019e+05 d: 5.79e+02 g: 3.18e-01 h: 2.41e+01 s: 1.00e+00 e: 1 it: 4.54e-02 tt: 1.31e-01
+ 2: f: 2.300462e+05 d: 1.16e+03 g: 3.17e-01 h: 4.90e+01 s: 2.54e-03 e: 1 it: 4.96e-02 tt: 1.81e-01
+
+ Here
+
+ #. ``f`` is the value of the objective function.
+ #. ``d`` is the change in the value of the objective function if
+ the step computed in this iteration is accepted.
+ #. ``g`` is the max norm of the gradient.
+ #. ``h`` is the change in the parameter vector.
+ #. ``s`` is the optimal step length computed by the line search.
+ #. ``it`` is the time take by the current iteration.
+ #. ``tt`` is the the total time taken by the minimizer.
+
.. member:: vector<int> Solver::Options::lsqp_iterations_to_dump
Default: ``empty``
