cobyqa.framework.TrustRegion.get_geometry_step#

TrustRegion.get_geometry_step(k_new, options)[source]#

Get the geometry-improving step.

Three different geometry-improving steps are computed and the best one is returned. For more details, see Section 5.2.7 of [1].

Parameters:
k_newint

Index of the interpolation point to be modified.

optionsdict

Options of the solver.

Returns:
numpy.ndarray, shape (n,)

Geometry-improving step.

Raises:
numpy.linalg.LinAlgError

If the computation of a determinant fails.

References

[1]

T. M. Ragonneau. Model-Based Derivative-Free Optimization Methods and Software. PhD thesis, Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, China, 2022. URL: https://theses.lib.polyu.edu.hk/handle/200/12294.