SolveTrustRegion

Finds the solution to the trust-region problem min <x, Ax - b> st |x| <= r If A is a symmetrix positive definite matrix and r is large enough, then x solves the system of equations Ax = b.

Synopsis

#include "tao_solver.h"  
int TaoLinearSolver::SolveTrustRegion(TaoVec *b, TaoVec *x, double r, 
                                      TaoTruth *t)

Input Parameter

b -the right-hand side
r -the trust-region radius

Output Parameter

x - the solution
flag - TAO_TRUE if successful solve, TAO_FALSE otherwise.

Level:intermediate
Location:src/lsolver/taolinearsolver.c
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