tree 47cf2e975823e3ea5d7cf59c1b4cdf1d5647035c
parent 82b689a5fd270ed4806cc495b92678006fa7cd04
author Sameer Agarwal <sameeragarwal@google.com> 1344447511 -0700
committer Sameer Agarwal <sameeragarwal@google.com> 1344622152 -0700

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