Do not implicitly negate the step in the TrustRegionMinimizer.
In the TrustRegionMinimizer, the step is currently implicitly negated.
This is done so that the linearized residual is |r - J*step|^2, which
corresponds to J*step = r, so neither J nor r have to be modified.
However, it leads to the rather unintuitive situation that the strategy
returns a step in positive gradient direction, which you would expect to
increase the function value. One way is to rename the "step" parameter in
the strategy to "negative_step" and document it.
This patch instead moves the negation inside the strategy, just around
the linear solver call, so that it is done in a local context and easier
to document.
Change-Id: Idb258149a01f61c64e22128ea221c5a30cd89c89
3 files changed
