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Sometimes, although rarely, a "poor" trust-region trial point should not be included in the next interpolation point #51

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zaikunzhang opened this issue Aug 28, 2022 · 0 comments
Open

Sometimes, although rarely, a "poor" trust-region trial point should not be included in the next interpolation point #51

zaikunzhang opened this issue Aug 28, 2022 · 0 comments
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enhancement New feature or request

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zaikunzhang commented Aug 28, 2022 •
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Feature description

It is not always a good idea to include a trust-region trial point in the next interpolation point. Sometimes, although rarely, a "poor" trust-region trial point should not be included in the next interpolation point.

Check the strategy in Powell's solvers. For example, for NEWUOA:

https://github.com/libprima/prima/blob/367a8e7bb3eb4a388f10f72d776c7ad0898bb75e/fortran/newuoa/newuob.f90#L300-L311

https://github.com/libprima/prima/blob/367a8e7bb3eb4a388f10f72d776c7ad0898bb75e/fortran/newuoa/geometry.f90#L22

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@zaikunzhang zaikunzhang added the enhancement New feature or request label Aug 28, 2022
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