Actual source code: ntr.h

      1: /* $Id: ntr.h 1.17 02/09/16 23:00:56-05:00 benson@rockies.mcs.anl.gov $ */

      3: /*
      4:     Context for a Newton trust region method (unconstrained minimization)
      5:  */

      7: #ifndef __TAO_NTR_H
      9: #include "tao_solver.h"

     11: typedef struct {
     12:   TaoVec *S, *Xtrial;
     13:   TaoVec *G;

     15:   double delta;                /* trust region parameter */
     16:   double eta1;                /* step is unsuccessful if actred < eta1 * prered,
     17:                            where prered is the predicted reduction and
     18:                            actred is the actual reduction */
     19:   double eta2;                /* used to compute trust region parameter */
     20:   double eta3;                /* used to compute trust region parameter */
     21:   double eta4;                /* used to compute trust region parameter */
     22:   double factor1;        /* used to initialize trust region parameter */
     23:   double actred;        /* actual reduction */
     24:   double prered;        /* predicted reduction */
     25:   double xnorm;
     26:   int    success;        /* indicator for successful step */
     27:   int    sflag;                /* flag for convergence testing */
     28: } TAO_NTR;

     35: #endif