| commit | a8f87d79432d36df66dc2feffc36a85dbe994457 | [log] [tgz] |
|---|---|---|
| author | Sameer Agarwal <sameeragarwal@google.com> | Wed Aug 08 10:38:31 2012 -0700 |
| committer | Sameer Agarwal <sameeragarwal@google.com> | Fri Aug 10 11:09:12 2012 -0700 |
| tree | 47cf2e975823e3ea5d7cf59c1b4cdf1d5647035c | |
| parent | 82b689a5fd270ed4806cc495b92678006fa7cd04 [diff] |
Non-monotonic trust region algorithm. Non-monotonic trust region algorithm based on the work of Phil Toint, as described in Non-monotone trust region algorithms for nonlinear optimization subject to convex constraints. Philippe L. Toint Mathematical Programming 77 (1997), 69-94. Change-Id: I199ecc644e8d1a8cb43666052aef66fb93e15569