From 3f18fe7d5ad70b00812e1c4e313ed6f05407f7aa Mon Sep 17 00:00:00 2001 From: Simon Carlson Date: Tue, 7 Feb 2023 13:01:28 +0100 Subject: [PATCH] Dead links in Trust Region fix --- src/trustRegion.jl | 8 +++----- 1 file changed, 3 insertions(+), 5 deletions(-) diff --git a/src/trustRegion.jl b/src/trustRegion.jl index 329eb88..edd1432 100644 --- a/src/trustRegion.jl +++ b/src/trustRegion.jl @@ -13,9 +13,7 @@ SimpleTrustRegion(; chunk_size = Val{0}(), max_shrink_times::Int = 32 ``` -A low-overhead implementation of a -[trust-region](https://optimization.mccormick.northwestern.edu/index.php/Trust-region_methods) -solver +A low-overhead implementation of a trust-region solver. ### Keyword Arguments @@ -39,12 +37,12 @@ solver compared with a value `r`, which is the actual reduction in the objective function divided by the predicted reduction. If `step_threshold > r` the model is not a good approximation, and the step is rejected. Defaults to `0.1`. For more details, see - [Trust-region methods](https://optimization.mccormick.northwestern.edu/index.php/Trust-region_methods) + [Rahpeymaii, F.](https://link.springer.com/article/10.1007/s40096-020-00339-4) - `shrink_threshold`: the threshold for shrinking the trust region radius. In every iteration, the threshold is compared with a value `r` which is the actual reduction in the objective function divided by the predicted reduction. If `shrink_threshold > r` the trust region radius is shrunk by `shrink_factor`. Defaults to `0.25`. For more details, see - [Trust-region methods](https://optimization.mccormick.northwestern.edu/index.php/Trust-region_methods) + [Rahpeymaii, F.](https://link.springer.com/article/10.1007/s40096-020-00339-4) - `expand_threshold`: the threshold for expanding the trust region radius. If a step is taken, i.e `step_threshold < r` (with `r` defined in `shrink_threshold`), a check is also made to see if `expand_threshold < r`. If that is true, the trust region radius is