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8 changes: 3 additions & 5 deletions src/trustRegion.jl
Original file line number Diff line number Diff line change
Expand Up @@ -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

Expand All @@ -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
Expand Down