The Thrust-Region implementation is based on the algorithm of Coleman and Li, described in the papers listed below. It is a version of the Interior Point Method. There is nothing to configure.
- Coleman, T.F. and Y. Li, “An Interior, Trust Region Approach for Nonlinear Minimization Subject to Bounds,”
- SIAM Journal on Optimization, Vol. 6, pp. 418-445, 1996.
- Coleman, T.F. and Y. Li, “On the Convergence of Reflective Newton Methods for Large-Scale Nonlinear Minimization Subject to Bounds,”
- Mathematical Programming, Vol. 67, Number 2, pp. 189-224, 1994.