Trust-Region Method

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.