Class ConfigTrustRegion


public class ConfigTrustRegion extends ConfigGaussNewton
Configuration parameters for Trust Region
  • Field Details

    • regionInitial

      public double regionInitial
      Initial size of the trust region. Automatic and manual methods are available. There is no universally best way to select the region size and the default method is the more conservative automatic Cauchy.
      • If a positive number then that's the initial region size. 0.11 to 1000 is often a reasonable initial value for the region size. Starting at 1 is recommended.
      • If set to -1 then it will perform a step with a trust region of MAX_VALUE and then set the trust region to that result. This works very well for may problems but some times it will jump too far and get stuck. If that happens auto-initialization with -2 will probably work.
      • If set to -2 then it will compute the length of a Cauchy step and use that as the initial value. This tends to be a conservative method.
    • regionMaximum

      public double regionMaximum
      Trust Region's maximum size
  • Constructor Details

    • ConfigTrustRegion

      public ConfigTrustRegion()
  • Method Details