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