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OptimoJoe / Optizelle

Optizelle [op-tuh-zel] is an open source software library designed to solve general purpose nonlinear optimization problems.
www.optimojoe.com/products/optizelle
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Increase trust-region when the quasinormal step hits the boundary #45

Closed josyoun closed 8 years ago

josyoun commented 8 years ago

We really should increase the trust-region when the quasinormal step hits the boundary, but the tangential doesn't, and we have a good ratio on our actual vs predicted reduction. Basically, we need to add code that tracks what happened with the dogleg method and then add an extra case to checkStep.

josyoun commented 8 years ago

Fixed with commit 41bf9b87eb6364ed662ca40732405349df7d145c. I also added a new variable qn_stop to the equality state and the output with the msg_level>=2 that helps describe what's happening with the quasinormal step.