cobyqa.framework.TrustRegion.get_trust_region_step

TrustRegion.get_trust_region_step(options)

Get the trust-region step.

The trust-region step is computed by solving the derivative-free trust-region SQP subproblem using a Byrd-Omojokun composite-step approach. For more details, see Section 5.2.3 of [1].

Parameters:

optionsdict

Options of the solver.

Returns:

numpy.ndarray, shape (n,)

Normal step.

numpy.ndarray, shape (n,)

Tangential step.

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.