@@ -13,9 +13,7 @@ SimpleTrustRegion(; chunk_size = Val{0}(),
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max_shrink_times::Int = 32
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```
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- A low-overhead implementation of a
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- [trust-region](https://optimization.mccormick.northwestern.edu/index.php/Trust-region_methods)
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- solver
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+ A low-overhead implementation of a trust-region solver.
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### Keyword Arguments
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@@ -39,12 +37,12 @@ solver
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compared with a value `r`, which is the actual reduction in the objective function divided
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by the predicted reduction. If `step_threshold > r` the model is not a good approximation,
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and the step is rejected. Defaults to `0.1`. For more details, see
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- [Trust-region methods ](https://optimization.mccormick.northwestern.edu/index.php/Trust-region_methods )
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+ [Rahpeymaii, F. ](https://link.springer.com/article/10.1007/s40096-020-00339-4 )
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- `shrink_threshold`: the threshold for shrinking the trust region radius. In every
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iteration, the threshold is compared with a value `r` which is the actual reduction in the
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objective function divided by the predicted reduction. If `shrink_threshold > r` the trust
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region radius is shrunk by `shrink_factor`. Defaults to `0.25`. For more details, see
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- [Trust-region methods ](https://optimization.mccormick.northwestern.edu/index.php/Trust-region_methods )
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+ [Rahpeymaii, F. ](https://link.springer.com/article/10.1007/s40096-020-00339-4 )
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- `expand_threshold`: the threshold for expanding the trust region radius. If a step is
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taken, i.e `step_threshold < r` (with `r` defined in `shrink_threshold`), a check is also
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made to see if `expand_threshold < r`. If that is true, the trust region radius is
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