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Improve IndirectIterativeDual #6

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patrick-kidger opened this issue Oct 3, 2023 · 0 comments
Open
2 tasks

Improve IndirectIterativeDual #6

patrick-kidger opened this issue Oct 3, 2023 · 0 comments
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refactor Tidy things up

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@patrick-kidger
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  • Add IndirectIterativeDual specific Newton safeguards (Conn, Gould, and Toint "Trust Region Methods" section 7.3)
  • Use Given's rotations to compute diff for different values of λ more efficiently (Conn, Gould, and Toint section 7.3 or Nocedal Wright section 4.3.) Depends on Givens rotations and Householder reflections lineax#6
@patrick-kidger patrick-kidger added the refactor Tidy things up label Oct 3, 2023
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