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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