Class TrustRegionUpdateCauchy_F64<S extends DMatrix>

java.lang.Object
org.ddogleg.optimization.trustregion.TrustRegionUpdateCauchy_F64<S>
All Implemented Interfaces:
TrustRegionBase_F64.ParameterUpdate<S>

public class TrustRegionUpdateCauchy_F64<S extends DMatrix>
extends Object
implements TrustRegionBase_F64.ParameterUpdate<S>

The Cauchy point is an approximate solution to the Trust Region subproblem. It's direction is found by solving a linear version of the subproblem and he point's location along the direction is found by minimizing the sub problem along the direction.

The Hessian does not need to be invertible making it more robust. All though the convergence is slower than other approaches.